-6.6%
FSLY vs CHD
+4.0%
-10.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.0% | +6.4% | +3.7% |
| 7D | +3.5% | -2.9% | +6.4% | +2.5% |
| 30D | -6.4% | -6.2% | -0.2% | -8.3% |
| 3M | +10.9% | +1.6% | +9.3% | +12.0% |
| 6M | +6.7% | -3.5% | +10.2% | +6.4% |
| YTD | +111.1% | +16.2% | +94.9% | +122.9% |
| 1Y | +185.8% | +3.4% | +182.4% | +192.8% |
| 3Y | -6.6% | +4.6% | -11.2% | -2.7% |
| All | -6.6% | +4.0% | -10.5% | -2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling