-41.0%
CSGP vs FSLY
-26.3%
-14.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.1% | -7.7% | -4.9% |
| 7D | +1.3% | -31.4% | +32.7% | +4.1% |
| 30D | +10.7% | -37.3% | +48.0% | +14.0% |
| 3M | +3.3% | -30.1% | +33.4% | +4.4% |
| 6M | -10.3% | -49.8% | +39.5% | -8.0% |
| YTD | -54.6% | +55.7% | -110.3% | -60.4% |
| 1Y | -54.6% | +44.5% | -99.1% | -60.2% |
| 3Y | -60.3% | -4.3% | -56.0% | -65.9% |
| 5Y | -63.3% | -68.2% | +4.9% | -67.2% |
| All | -41.0% | -26.3% | -14.7% | -56.5% |
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