-32.3%
FSLY vs CBRE
+185.6%
-217.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.1% | +2.6% |
| 7D | -22.9% | -0.5% | -22.4% | -22.4% |
| 30D | -44.6% | +3.1% | -47.6% | -45.5% |
| 3M | -41.5% | -6.4% | -35.1% | -40.5% |
| 6M | -20.8% | -7.9% | -12.9% | -19.5% |
| YTD | +59.5% | -16.2% | +75.7% | +64.7% |
| 1Y | +36.1% | -11.2% | +47.4% | +36.3% |
| 3Y | -1.0% | +83.4% | -84.4% | -33.0% |
| 5Y | -66.9% | +28.4% | -95.4% | -74.0% |
| All | -32.3% | +185.6% | -217.9% | -56.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling