-14.2%
FSLY vs CBRE
+213.2%
-227.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.3% |
| 7D | -10.6% | -2.0% | -8.7% | -9.9% |
| 30D | -20.9% | -2.2% | -18.7% | -20.5% |
| 3M | +3.4% | +12.9% | -9.5% | -3.1% |
| 6M | +2.7% | +4.3% | -1.6% | -0.8% |
| YTD | +102.3% | -8.0% | +110.3% | +102.2% |
| 1Y | +182.1% | -8.6% | +190.6% | +183.1% |
| 3Y | -14.6% | +71.9% | -86.4% | -39.3% |
| 5Y | -55.9% | +50.0% | -105.9% | -66.9% |
| All | -14.2% | +213.2% | -227.4% | -47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling