-5.3%
FSLY vs CHD
+38.8%
-44.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | +7.5% | -4.7% | +12.2% | +8.6% |
| 30D | -21.1% | -8.3% | -12.8% | -19.7% |
| 3M | +21.8% | -4.0% | +25.8% | +22.6% |
| 6M | -0.1% | -6.5% | +6.4% | +1.0% |
| YTD | +123.1% | +13.1% | +110.0% | +112.9% |
| 1Y | +208.6% | +2.3% | +206.2% | +202.5% |
| 3Y | -1.3% | +1.8% | -3.1% | -6.9% |
| 5Y | -48.4% | +20.6% | -68.9% | -58.8% |
| All | -5.3% | +38.8% | -44.1% | -35.3% |
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