+21.1%
COP vs FSLY
-11.3%
+32.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -1.0% |
| 7D | +3.0% | -10.6% | +13.6% | +3.4% |
| 30D | +17.5% | -20.9% | +38.4% | +18.1% |
| 3M | +13.4% | +3.4% | +9.9% | +12.8% |
| 6M | +17.7% | +2.7% | +15.0% | +16.1% |
| YTD | +46.6% | +102.3% | -55.7% | +40.4% |
| 1Y | +44.6% | +182.1% | -137.4% | +34.8% |
| All | +21.1% | -11.3% | +32.4% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling