-5.3%
FSLY vs CBRE
+195.9%
-201.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +6.4% |
| 7D | +11.2% | -1.7% | +12.8% | +11.8% |
| 30D | -18.2% | -3.0% | -15.2% | -17.6% |
| 3M | +21.9% | +2.6% | +19.3% | +19.0% |
| 6M | +4.0% | +2.0% | +2.0% | +1.1% |
| YTD | +123.1% | -13.1% | +136.2% | +128.1% |
| 1Y | +196.9% | -13.8% | +210.7% | +205.2% |
| 3Y | -1.3% | +63.9% | -65.1% | -28.6% |
| 5Y | -50.2% | +42.3% | -92.5% | -61.9% |
| All | -5.3% | +195.9% | -201.3% | -40.2% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling