-41.4%
CSGP vs FSLY
-24.5%
-16.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.5% | -3.1% |
| 7D | -3.2% | -22.9% | +19.8% | -1.4% |
| 30D | +2.2% | -44.6% | +46.8% | +6.6% |
| 3M | -3.7% | -41.5% | +37.8% | -0.8% |
| 6M | -7.4% | -20.8% | +13.4% | -8.0% |
| YTD | -54.9% | +59.5% | -114.4% | -60.8% |
| 1Y | -54.9% | +36.1% | -91.0% | -60.1% |
| 3Y | -61.9% | -1.0% | -60.9% | -67.4% |
| 5Y | -63.1% | -66.9% | +3.8% | -67.1% |
| All | -41.4% | -24.5% | -16.9% | -56.9% |
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