-60.0%
FISV vs CBRE
+63.2%
-123.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.8% | -2.5% | -3.6% |
| 7D | -6.4% | -1.7% | -4.7% | -5.7% |
| 30D | -6.8% | -3.0% | -3.9% | -5.7% |
| 3M | -10.0% | +2.6% | -12.6% | -10.9% |
| 6M | -20.6% | +2.0% | -22.6% | -21.5% |
| YTD | -27.6% | -13.1% | -14.4% | -24.2% |
| 1Y | -64.3% | -13.8% | -50.5% | -62.2% |
| All | -60.0% | +63.2% | -123.2% | -64.6% |
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