+164.3%
FSLY vs CHD
+30.9%
+133.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | +2.2% |
| 7D | -22.2% | +6.9% | -29.1% | -17.1% |
| 30D | -19.1% | +17.1% | -36.2% | -7.9% |
| 3M | -15.7% | +9.1% | -24.8% | -8.1% |
| 6M | -23.5% | +21.4% | -44.8% | -8.6% |
| YTD | +106.6% | +34.9% | +71.8% | +184.8% |
| 1Y | +164.3% | +31.0% | +133.2% | +264.1% |
| All | +164.3% | +30.9% | +133.3% | +264.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CHD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling