+164.3%
FSLY vs COPX
+31.7%
+132.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.1% | -1.5% |
| 7D | -22.2% | -3.0% | -19.2% | -21.3% |
| 30D | -19.1% | -13.6% | -5.5% | -15.1% |
| 3M | -15.7% | -11.2% | -4.5% | -12.1% |
| 6M | -23.5% | -2.4% | -21.1% | -20.2% |
| YTD | +106.6% | +4.2% | +102.4% | +86.4% |
| 1Y | +164.3% | +32.2% | +132.1% | +90.7% |
| All | +164.3% | +31.7% | +132.5% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 1y: compounded portfolio wealth divided by compounded COPX 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…
1y analysis · Full analysis span regression · 6 months rolling