-47.5%
COIN vs FSLY
-67.9%
+20.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -10.6% | +7.5% | -18.1% | -12.7% |
| 30D | +16.0% | -21.1% | +37.0% | +23.5% |
| 3M | +11.9% | +21.8% | -9.9% | +2.2% |
| 6M | -12.3% | -0.1% | -12.2% | -23.5% |
| YTD | -23.8% | +123.1% | -146.9% | -55.7% |
| 1Y | -45.4% | +208.6% | -253.9% | -74.0% |
| 3Y | +109.9% | -1.3% | +111.1% | +37.9% |
| 5Y | -30.6% | -48.4% | +17.7% | -55.8% |
| All | -47.5% | -67.9% | +20.4% | -61.9% |
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