+164.3%
FSLY vs CBRE
-6.2%
+170.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | +1.9% |
| 7D | -22.2% | +14.1% | -36.3% | -16.6% |
| 30D | -19.1% | +9.0% | -28.2% | -14.6% |
| 3M | -15.7% | -6.6% | -9.1% | -16.9% |
| 6M | -23.5% | +0.8% | -24.2% | -21.5% |
| YTD | +106.6% | -12.2% | +118.9% | +97.2% |
| 1Y | +164.3% | -6.8% | +171.1% | +135.7% |
| All | +164.3% | -6.2% | +170.4% | +135.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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