-30.7%
FSLY vs CHD
+67.4%
-98.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.4% | -4.7% | -3.6% |
| 7D | +4.9% | +3.6% | +1.2% | +4.2% |
| 30D | -33.5% | +10.4% | -43.9% | -34.9% |
| 3M | -44.6% | +12.2% | -56.8% | -46.0% |
| 6M | -9.2% | +19.9% | -29.1% | -13.1% |
| YTD | +63.3% | +36.4% | +26.8% | +49.6% |
| 1Y | +45.3% | +35.1% | +10.1% | +33.3% |
| 3Y | +3.7% | +29.2% | -25.4% | -8.2% |
| 5Y | -67.2% | +33.4% | -100.6% | -73.2% |
| All | -30.7% | +67.4% | -98.1% | -54.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling