+465.5%
COR vs FSLY
-19.7%
+485.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.3% | -5.9% | +0.3% |
| 7D | -1.2% | -17.9% | +16.8% | -0.9% |
| 30D | +7.6% | -34.7% | +42.3% | +8.1% |
| 3M | +5.0% | -40.0% | +45.0% | +5.5% |
| 6M | +35.3% | -11.8% | +47.1% | +35.1% |
| YTD | +4.2% | +69.5% | -65.3% | +2.3% |
| 1Y | -3.4% | +44.0% | -47.4% | -4.9% |
| 3Y | +81.1% | +5.2% | +75.9% | +77.7% |
| 5Y | +195.8% | -65.6% | +261.4% | +200.5% |
| All | +465.5% | -19.7% | +485.2% | +354.8% |
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