-40.3%
CSGP vs FSLY
-4.2%
-36.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.1% | -2.2% |
| 7D | -4.1% | -10.6% | +6.6% | -3.1% |
| 30D | +2.3% | -20.9% | +23.2% | +4.0% |
| 3M | -8.2% | +3.4% | -11.6% | -9.3% |
| 6M | -35.1% | +2.7% | -37.8% | -37.9% |
| YTD | -54.0% | +102.3% | -156.3% | -60.2% |
| 1Y | -65.3% | +182.1% | -247.4% | -71.7% |
| 3Y | -62.6% | -14.6% | -48.0% | -66.5% |
| 5Y | -64.8% | -55.9% | -8.9% | -69.0% |
| All | -40.3% | -4.2% | -36.1% | -56.3% |
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