+160.2%
COF vs FSLY
+7.7%
+152.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.4% |
| 7D | -5.1% | +12.5% | -17.6% | -6.2% |
| 30D | -6.0% | -18.8% | +12.8% | -4.5% |
| 3M | +14.8% | +22.7% | -7.8% | +11.8% |
| 6M | +15.3% | -3.7% | +19.0% | +11.9% |
| YTD | -13.0% | +127.5% | -140.6% | -24.7% |
| 1Y | -5.7% | +193.5% | -199.2% | -21.6% |
| 3Y | +118.1% | -1.3% | +119.5% | +93.3% |
| 5Y | +46.2% | -47.3% | +93.6% | +24.8% |
| All | +160.2% | +7.7% | +152.5% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 FSLY 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