-10.4%
FSLY vs CBRE
+201.4%
-211.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.8% | +8.2% | +6.0% |
| 7D | +3.5% | -1.5% | +5.0% | +4.0% |
| 30D | -6.4% | -4.0% | -2.4% | -5.5% |
| 3M | +10.9% | +8.0% | +2.9% | +5.8% |
| 6M | +6.7% | +4.0% | +2.7% | +2.9% |
| YTD | +111.1% | -11.5% | +122.6% | +114.3% |
| 1Y | +185.8% | -13.0% | +198.8% | +193.0% |
| 3Y | -6.6% | +66.9% | -73.5% | -32.9% |
| 5Y | -52.4% | +45.0% | -97.4% | -63.8% |
| All | -10.4% | +201.4% | -211.8% | -43.8% |
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