-47.5%
FISV vs CBRE
+82.7%
-130.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.5% |
| 7D | +1.4% | -1.8% | +3.2% | +2.2% |
| 30D | +38.4% | +3.3% | +35.1% | +36.2% |
| 3M | +14.9% | -12.4% | +27.3% | +20.8% |
| 6M | +21.8% | -5.4% | +27.1% | +23.7% |
| YTD | -5.0% | -17.2% | +12.2% | +1.0% |
| 1Y | -1.2% | -13.1% | +11.9% | +2.9% |
| 3Y | -47.5% | +81.6% | -129.1% | -50.4% |
| All | -47.5% | +82.7% | -130.3% | -50.4% |
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