-50.2%
FSLY vs CHD
+19.3%
-69.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +5.5% |
| 7D | +11.2% | -4.2% | +15.3% | +10.5% |
| 30D | -18.2% | -7.6% | -10.6% | -19.0% |
| 3M | +21.9% | -1.6% | +23.5% | +21.9% |
| 6M | +4.0% | -6.3% | +10.3% | +3.8% |
| YTD | +123.1% | +14.6% | +108.5% | +126.0% |
| 1Y | +196.9% | +1.6% | +195.3% | +199.3% |
| 3Y | -1.3% | +3.1% | -4.4% | -1.8% |
| 5Y | -50.2% | +21.1% | -71.3% | -54.5% |
| All | -50.2% | +19.3% | -69.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling