+276.0%
CBRE vs AVAV
+351.0%
-75.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.5% | -11.1% | -2.9% |
| 7D | +5.2% | -10.6% | +15.8% | +7.3% |
| 30D | +6.2% | -18.8% | +25.0% | +10.5% |
| 3M | -8.1% | -34.1% | +26.0% | -0.4% |
| 6M | -6.6% | -35.3% | +28.7% | -1.0% |
| YTD | -15.7% | -53.4% | +37.7% | -6.3% |
| 1Y | -9.7% | -65.6% | +56.0% | +7.4% |
| 3Y | +80.4% | -5.1% | +85.5% | +52.8% |
| 5Y | +27.0% | +18.5% | +8.5% | -5.6% |
| 10Y | +412.9% | +369.8% | +43.1% | +118.6% |
| All | +276.0% | +351.0% | -75.0% | +27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling