+51.6%
COHR vs FSLY
+161.0%
-109.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.2% | -5.8% | -6.0% |
| 7D | -18.6% | -22.2% | +3.6% | -15.6% |
| 30D | -41.5% | -19.1% | -22.4% | -39.6% |
| 3M | -39.7% | -15.7% | -24.0% | -38.8% |
| 6M | -40.9% | -23.5% | -17.4% | -40.2% |
| YTD | +5.7% | +106.6% | -100.9% | -3.5% |
| 1Y | +51.6% | +164.3% | -112.7% | +19.5% |
| All | +51.6% | +161.0% | -109.4% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling