+183.4%
COP vs FSLY
+5.6%
+177.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.7% | -4.6% | +0.8% |
| 7D | -0.5% | +11.2% | -11.6% | -1.0% |
| 30D | +11.7% | -18.2% | +29.9% | +12.6% |
| 3M | +17.7% | +21.9% | -4.2% | +15.9% |
| 6M | +18.3% | +4.0% | +14.3% | +16.0% |
| YTD | +49.1% | +123.1% | -74.0% | +38.7% |
| 1Y | +53.3% | +196.9% | -143.5% | +39.1% |
| 3Y | +22.2% | -1.3% | +23.4% | +14.3% |
| 5Y | +193.3% | -50.2% | +243.5% | +177.4% |
| All | +183.4% | +5.6% | +177.8% | +91.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling