-2.5%
FSLY vs CBRE
+85.6%
-88.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.1% | +0.5% |
| 7D | -22.4% | +1.0% | -23.5% | -22.3% |
| 30D | -45.5% | +5.6% | -51.1% | -45.8% |
| 3M | -30.4% | -6.8% | -23.6% | -29.5% |
| 6M | -22.1% | -5.6% | -16.5% | -21.2% |
| YTD | +57.0% | -14.1% | +71.0% | +61.2% |
| 1Y | +38.2% | -9.5% | +47.7% | +37.5% |
| 3Y | -2.5% | +91.8% | -94.3% | -42.2% |
| All | -2.5% | +85.6% | -88.1% | -42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling