+386.9%
CBRE vs AVAV
+360.4%
+26.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -4.6% | +9.9% | -14.5% | -6.2% |
| 30D | +3.0% | -5.4% | +8.4% | +3.4% |
| 3M | -8.7% | -36.5% | +27.8% | -2.6% |
| 6M | -7.9% | -25.3% | +17.4% | -6.1% |
| YTD | -16.3% | -48.6% | +32.3% | -10.7% |
| 1Y | -13.1% | -62.1% | +49.0% | -2.6% |
| 3Y | +83.1% | +2.3% | +80.8% | +58.9% |
| 5Y | +27.7% | +35.4% | -7.7% | -0.9% |
| 10Y | +386.9% | +345.1% | +41.8% | +164.9% |
| All | +386.9% | +360.4% | +26.5% | +164.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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