-39.8%
COIN vs FSLY
+181.7%
-221.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.5% | -1.7% | -4.1% |
| 7D | +3.4% | -10.6% | +14.0% | +3.8% |
| 30D | +23.2% | -20.9% | +44.1% | +23.9% |
| 3M | +12.5% | +3.4% | +9.1% | +12.1% |
| 6M | -11.6% | +2.7% | -14.4% | -12.2% |
| YTD | -18.4% | +102.3% | -120.6% | -18.5% |
| 1Y | -39.8% | +182.1% | -221.9% | -41.6% |
| All | -39.8% | +181.7% | -221.5% | -41.6% |
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 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