+110.7%
COP vs FSLY
-69.6%
+180.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.3% |
| 7D | -8.4% | -22.4% | +14.0% | -7.9% |
| 30D | +0.3% | -45.5% | +45.7% | +1.8% |
| 3M | +15.1% | -30.4% | +45.5% | +15.6% |
| 6M | +19.8% | -22.1% | +41.8% | +19.6% |
| YTD | +46.8% | +57.0% | -10.2% | +41.7% |
| 1Y | +59.7% | +38.2% | +21.5% | +54.8% |
| 3Y | +28.7% | -2.5% | +31.2% | +21.9% |
| 5Y | +110.7% | -68.8% | +179.5% | +100.3% |
| All | +110.7% | -69.6% | +180.3% | +100.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling