+406.9%
CBRE vs AVAV
+423.1%
-16.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +12.6% | -10.6% | 0.0% |
| 7D | +1.0% | +3.2% | -2.1% | +0.2% |
| 30D | +5.6% | -7.4% | +13.0% | +6.4% |
| 3M | -6.8% | -32.0% | +25.3% | -1.6% |
| 6M | -5.6% | -24.6% | +19.0% | -3.8% |
| YTD | -14.1% | -47.5% | +33.4% | -8.6% |
| 1Y | -9.5% | -61.5% | +52.0% | +1.2% |
| 3Y | +91.8% | +5.5% | +86.3% | +65.5% |
| 5Y | +30.3% | +35.7% | -5.4% | +1.2% |
| 10Y | +406.9% | +379.1% | +27.8% | +173.7% |
| All | +406.9% | +423.1% | -16.3% | +173.7% |
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