-40.6%
FIS vs CBRE
+85.6%
-126.3%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.3% | -2.0% |
| 7D | -29.4% | +1.0% | -30.5% | -30.0% |
| 30D | -16.7% | +5.6% | -22.4% | -19.0% |
| 3M | -33.0% | -6.8% | -26.2% | -31.7% |
| 6M | -33.3% | -5.6% | -27.8% | -32.5% |
| YTD | -56.0% | -14.1% | -41.9% | -54.1% |
| 1Y | -54.6% | -9.5% | -45.1% | -53.4% |
| 3Y | -40.6% | +91.8% | -132.4% | -55.0% |
| All | -40.6% | +85.6% | -126.3% | -55.0% |
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 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