+424.8%
COR vs FSLY
0.0%
+424.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.4% | -6.3% | -1.9% |
| 7D | -1.9% | +3.5% | -5.4% | -1.9% |
| 30D | +1.5% | -6.4% | +7.9% | +1.5% |
| 3M | +18.7% | +10.9% | +7.8% | +18.4% |
| 6M | -9.0% | +6.7% | -15.7% | -9.6% |
| YTD | -3.3% | +111.1% | -114.4% | -5.2% |
| 1Y | +9.8% | +185.8% | -175.9% | +6.7% |
| 3Y | +87.4% | -6.6% | +93.9% | +85.9% |
| 5Y | +180.5% | -52.4% | +232.9% | +182.1% |
| All | +424.8% | 0.0% | +424.8% | +321.5% |
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