-48.4%
FSLY vs COPX
+167.3%
-215.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.0% | +7.0% | +4.2% |
| 7D | +7.5% | -2.9% | +10.4% | +9.2% |
| 30D | -21.1% | 0.0% | -21.1% | -21.3% |
| 3M | +21.8% | +14.8% | +7.0% | +10.8% |
| 6M | -0.1% | +7.0% | -7.2% | -6.5% |
| YTD | +123.1% | +23.8% | +99.2% | +81.4% |
| 1Y | +208.6% | +75.7% | +132.9% | +93.9% |
| 3Y | -1.3% | +156.4% | -157.7% | -56.3% |
| 5Y | -48.4% | +167.6% | -215.9% | -77.5% |
| All | -48.4% | +167.3% | -215.6% | -77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling