+90.5%
COR vs FSLY
-11.3%
+101.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.7% | -1.9% |
| 7D | +2.8% | -10.6% | +13.4% | +2.5% |
| 30D | +4.5% | -20.9% | +25.4% | +4.0% |
| 3M | +22.7% | +3.4% | +19.3% | +23.1% |
| 6M | -9.7% | +2.7% | -12.5% | -8.5% |
| YTD | -1.4% | +102.3% | -103.7% | +3.2% |
| 1Y | +13.9% | +182.1% | -168.1% | +21.0% |
| All | +90.5% | -11.3% | +101.7% | +92.2% |
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