+45.4%
COF vs FSLY
-50.4%
+95.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -6.1% | +7.5% | -13.6% | -6.9% |
| 30D | -5.2% | -21.1% | +15.9% | -3.0% |
| 3M | +17.0% | +21.8% | -4.8% | +13.4% |
| 6M | +12.9% | -0.1% | +13.0% | +8.1% |
| YTD | -13.5% | +123.1% | -136.6% | -27.7% |
| 1Y | -5.9% | +208.6% | -214.4% | -26.7% |
| 3Y | +117.1% | -1.3% | +118.4% | +87.8% |
| 5Y | +45.4% | -48.4% | +93.8% | +17.6% |
| All | +45.4% | -50.4% | +95.8% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling