-3.3%
FISV vs CBRE
+398.3%
-401.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.1% |
| 7D | -7.2% | -7.2% | 0.0% | -4.0% |
| 30D | -7.2% | -6.4% | -0.8% | -4.4% |
| 3M | -8.2% | +2.9% | -11.1% | -9.4% |
| 6M | -17.7% | +2.5% | -20.2% | -19.0% |
| YTD | -27.2% | -14.2% | -13.0% | -23.0% |
| 1Y | -63.0% | -15.1% | -47.8% | -60.2% |
| 3Y | -59.8% | +61.9% | -121.6% | -68.5% |
| 5Y | -55.8% | +42.4% | -98.2% | -64.1% |
| All | -3.3% | +398.3% | -401.6% | -50.7% |
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