-55.8%
CSGP vs FSLY
+43.8%
-99.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.3% | -6.5% | 0.0% |
| 7D | -7.1% | -17.9% | +10.9% | -7.6% |
| 30D | +3.6% | -34.7% | +38.3% | +2.5% |
| 3M | -2.7% | -40.0% | +37.3% | -3.8% |
| 6M | -8.0% | -11.8% | +3.8% | -7.9% |
| YTD | -55.0% | +69.5% | -124.5% | -52.2% |
| 1Y | -55.8% | +44.0% | -99.7% | -52.4% |
| All | -55.8% | +43.8% | -99.6% | -52.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling