+182.1%
FSLY vs CHD
+7.1%
+175.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -10.6% | -2.7% | -8.0% | -11.7% |
| 30D | -20.9% | -4.6% | -16.3% | -22.5% |
| 3M | +3.4% | +5.0% | -1.6% | +7.1% |
| 6M | +2.7% | -3.2% | +6.0% | +2.7% |
| YTD | +102.3% | +18.6% | +83.6% | +120.3% |
| 1Y | +182.1% | +4.8% | +177.2% | +203.7% |
| All | +182.1% | +7.1% | +175.0% | +203.7% |
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