+393.6%
COHR vs FSLY
-47.3%
+440.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.2% | +3.7% |
| 7D | +8.3% | +12.5% | -4.1% | +5.6% |
| 30D | -14.1% | -18.8% | +4.7% | -10.4% |
| 3M | -16.0% | +22.7% | -38.7% | -21.6% |
| 6M | +21.5% | -3.7% | +25.2% | +13.5% |
| YTD | +65.4% | +127.5% | -62.1% | +18.1% |
| 1Y | +195.0% | +193.5% | +1.5% | +93.7% |
| 3Y | +830.2% | -1.3% | +831.5% | +620.8% |
| All | +393.6% | -47.3% | +440.9% | +261.3% |
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 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