-66.0%
FSLY vs CHD
+30.9%
-96.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.5% |
| 7D | +11.8% | +0.4% | +11.4% | +11.9% |
| 30D | -36.5% | +11.6% | -48.1% | -35.1% |
| 3M | -39.7% | +10.7% | -50.4% | -38.4% |
| 6M | -9.7% | +20.2% | -29.9% | -6.4% |
| YTD | +68.9% | +34.5% | +34.4% | +76.3% |
| 1Y | +44.5% | +32.6% | +11.9% | +50.7% |
| 3Y | +4.8% | +29.1% | -24.3% | +6.3% |
| 5Y | -66.0% | +31.5% | -97.6% | -68.5% |
| All | -66.0% | +30.9% | -96.9% | -68.5% |
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