+2.6%
AVTR vs CBRE
+195.9%
-193.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -1.6% |
| 7D | +1.6% | -1.7% | +3.2% | +2.3% |
| 30D | +8.4% | -3.0% | +11.3% | +9.6% |
| 3M | +50.2% | +2.6% | +47.5% | +47.4% |
| 6M | +82.6% | +2.0% | +80.6% | +79.1% |
| YTD | +29.8% | -13.1% | +43.0% | +37.6% |
| 1Y | +16.0% | -13.8% | +29.8% | +23.8% |
| 3Y | -26.4% | +63.9% | -90.3% | -42.2% |
| 5Y | -64.5% | +42.3% | -106.8% | -70.9% |
| All | +2.6% | +195.9% | -193.3% | -36.6% |
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 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