-37.1%
CSGP vs FSLY
-2.2%
-34.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.0% |
| 7D | +18.3% | -22.2% | +40.5% | +20.6% |
| 30D | +17.8% | -19.1% | +36.9% | +19.2% |
| 3M | +9.3% | -15.7% | +24.9% | +9.1% |
| 6M | -7.9% | -23.5% | +15.6% | -8.9% |
| YTD | -51.5% | +106.6% | -158.2% | -58.6% |
| 1Y | -53.3% | +164.3% | -217.6% | -61.9% |
| 3Y | -57.9% | +19.8% | -77.7% | -64.3% |
| 5Y | -61.3% | -61.3% | 0.0% | -65.8% |
| All | -37.1% | -2.2% | -34.9% | -54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling