+797.4%
COHR vs FSLY
+5.6%
+791.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | +10.9% | +7.5% | +3.3% | +9.1% |
| 30D | -10.8% | -21.1% | +10.3% | -6.5% |
| 3M | -17.4% | +21.8% | -39.1% | -22.5% |
| 6M | +12.5% | -0.1% | +12.6% | +4.6% |
| YTD | +58.8% | +123.1% | -64.2% | +16.3% |
| 1Y | +183.3% | +208.6% | -25.3% | +89.8% |
| 3Y | +783.0% | -1.3% | +784.3% | +599.7% |
| 5Y | +377.2% | -48.4% | +425.6% | +281.3% |
| All | +797.4% | +5.6% | +791.7% | +412.3% |
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