-40.2%
FIS vs CBRE
+378.3%
-418.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.8% | -2.1% | -4.3% |
| 7D | -3.5% | -1.5% | -1.9% | -2.8% |
| 30D | -7.8% | -4.0% | -3.8% | -6.3% |
| 3M | +0.8% | +8.0% | -7.2% | -2.5% |
| 6M | -21.9% | +4.0% | -25.9% | -23.4% |
| YTD | -39.5% | -11.5% | -28.0% | -36.8% |
| 1Y | -41.0% | -13.0% | -28.0% | -38.1% |
| 3Y | -23.6% | +66.9% | -90.5% | -41.1% |
| 5Y | -65.6% | +45.0% | -110.7% | -72.3% |
| 10Y | -40.2% | +385.0% | -425.2% | -67.8% |
| All | -40.2% | +378.3% | -418.5% | -67.8% |
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