+273.8%
RTX vs CBRE
+421.6%
-147.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.0% | +1.6% | +2.8% |
| 7D | -3.2% | +1.0% | -4.2% | -3.7% |
| 30D | +5.6% | +5.6% | -0.1% | +2.8% |
| 3M | -11.7% | -6.8% | -4.9% | -9.8% |
| 6M | +12.3% | -5.6% | +17.9% | +13.5% |
| YTD | +8.2% | -14.1% | +22.3% | +12.1% |
| 1Y | +12.6% | -9.5% | +22.1% | +13.7% |
| 3Y | +152.8% | +91.8% | +61.1% | +69.6% |
| 5Y | +140.2% | +30.3% | +109.9% | +89.6% |
| 10Y | +273.8% | +406.9% | -133.1% | +61.5% |
| All | +273.8% | +421.6% | -147.8% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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