-5.3%
FSLY vs COPX
+472.2%
-477.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.7% | +5.1% |
| 7D | +11.2% | +6.0% | +5.2% | +7.6% |
| 30D | -18.2% | +6.4% | -24.6% | -21.0% |
| 3M | +21.9% | +19.3% | +2.6% | +9.2% |
| 6M | +4.0% | +16.2% | -12.2% | -6.5% |
| YTD | +123.1% | +33.2% | +89.9% | +78.3% |
| 1Y | +196.9% | +90.2% | +106.6% | +88.3% |
| 3Y | -1.3% | +175.7% | -176.9% | -52.5% |
| 5Y | -50.2% | +193.1% | -243.3% | -76.8% |
| All | -5.3% | +472.2% | -477.5% | -73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling