+72.2%
CBRE vs AVAV
+48.2%
+23.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.5% |
| 7D | -2.0% | -2.2% | +0.3% | -1.8% |
| 30D | -2.2% | -13.9% | +11.7% | -1.2% |
| 3M | +12.9% | -29.2% | +42.1% | +15.4% |
| 6M | +4.3% | -36.1% | +40.4% | +7.1% |
| YTD | -8.0% | -40.2% | +32.2% | -5.4% |
| 1Y | -8.6% | -36.2% | +27.7% | -7.1% |
| All | +72.2% | +48.2% | +23.9% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling