+366.6%
CBRE vs AVAV
+315.4%
+51.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.2% | +0.9% |
| 7D | -1.8% | +4.2% | -6.0% | -2.5% |
| 30D | +3.3% | -2.6% | +5.9% | +3.2% |
| 3M | -12.4% | -38.0% | +25.6% | -6.2% |
| 6M | -5.4% | -27.0% | +21.6% | -3.2% |
| YTD | -17.2% | -51.4% | +34.2% | -10.9% |
| 1Y | -13.1% | -60.2% | +47.1% | -3.5% |
| 3Y | +81.6% | -6.7% | +88.2% | +60.2% |
| 5Y | +26.4% | +28.3% | -1.9% | -1.1% |
| All | +366.6% | +315.4% | +51.2% | +159.7% |
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