+27.8%
CBRE vs AVAV
+35.3%
-7.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | -4.6% | +9.9% | -14.5% | -5.7% |
| 30D | +3.0% | -5.4% | +8.4% | +3.2% |
| 3M | -8.7% | -36.5% | +27.8% | -4.8% |
| 6M | -7.9% | -25.3% | +17.4% | -6.6% |
| YTD | -16.3% | -48.6% | +32.3% | -12.3% |
| 1Y | -13.1% | -62.1% | +49.0% | -5.9% |
| 3Y | +83.1% | +2.3% | +80.8% | +64.9% |
| All | +27.8% | +35.3% | -7.5% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling