+464.1%
FISV vs CBRE
+2,234.5%
-1,770.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -0.3% | -2.0% | +1.6% | +0.1% |
| 30D | -2.1% | -2.2% | +0.1% | -1.6% |
| 3M | -5.7% | +12.9% | -18.6% | -8.4% |
| 6M | -15.3% | +4.3% | -19.6% | -16.4% |
| YTD | -21.1% | -8.0% | -13.0% | -19.9% |
| 1Y | -61.1% | -8.6% | -52.5% | -60.2% |
| 3Y | -56.8% | +71.9% | -128.7% | -62.3% |
| 5Y | -54.2% | +50.0% | -104.2% | -59.0% |
| 10Y | +1.6% | +390.1% | -388.5% | -30.5% |
| All | +464.1% | +2,234.5% | -1,770.3% | +124.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling