-38.8%
FIS vs CBRE
+82.7%
-121.6%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.7% | +4.0% |
| 7D | +2.8% | -1.8% | +4.6% | +3.5% |
| 30D | -16.7% | +3.3% | -20.0% | -18.4% |
| 3M | -32.3% | -12.4% | -19.9% | -29.5% |
| 6M | -29.1% | -5.4% | -23.7% | -28.3% |
| YTD | -54.1% | -17.2% | -36.9% | -51.5% |
| 1Y | -53.7% | -13.1% | -40.6% | -51.9% |
| 3Y | -38.8% | +81.6% | -120.4% | -52.8% |
| All | -38.8% | +82.7% | -121.6% | -52.8% |
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 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