+191.7%
COP vs FSLY
-54.2%
+245.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.8% | +0.4% |
| 7D | -0.8% | +3.5% | -4.3% | -1.0% |
| 30D | +15.6% | -6.4% | +22.0% | +15.6% |
| 3M | +14.3% | +10.9% | +3.5% | +13.6% |
| 6M | +17.0% | +6.7% | +10.3% | +15.5% |
| YTD | +47.4% | +111.1% | -63.7% | +41.9% |
| 1Y | +52.4% | +185.8% | -133.4% | +44.2% |
| 3Y | +20.8% | -6.6% | +27.4% | +14.9% |
| 5Y | +191.7% | -52.4% | +244.1% | +173.6% |
| All | +191.7% | -54.2% | +245.9% | +173.6% |
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 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