-64.8%
CSGP vs FSLY
-55.9%
-8.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.1% | -2.2% |
| 7D | -4.1% | -10.6% | +6.6% | -3.2% |
| 30D | +2.3% | -20.9% | +23.2% | +3.9% |
| 3M | -8.2% | +3.4% | -11.6% | -9.2% |
| 6M | -35.1% | +2.7% | -37.8% | -37.9% |
| YTD | -54.0% | +102.3% | -156.3% | -60.3% |
| 1Y | -65.3% | +182.1% | -247.4% | -72.0% |
| 3Y | -62.6% | -14.6% | -48.0% | -66.1% |
| All | -64.8% | -55.9% | -8.9% | -68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling