+167.3%
COF vs FSLY
0.0%
+167.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.4% | -6.9% | -3.0% |
| 7D | +1.2% | +3.5% | -2.2% | +0.9% |
| 30D | -1.4% | -6.4% | +5.0% | -1.2% |
| 3M | +19.0% | +10.9% | +8.1% | +17.0% |
| 6M | +14.9% | +6.7% | +8.2% | +10.2% |
| YTD | -10.7% | +111.1% | -121.8% | -22.1% |
| 1Y | -1.3% | +185.8% | -187.0% | -17.9% |
| 3Y | +124.3% | -6.6% | +130.9% | +99.7% |
| 5Y | +51.1% | -52.4% | +103.5% | +30.1% |
| All | +167.3% | 0.0% | +167.3% | +73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling