+267.0%
RTX vs CBRE
+376.9%
-109.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | +0.1% | -0.8% |
| 7D | +3.4% | -2.8% | +6.2% | +4.6% |
| 30D | +8.4% | +2.2% | +6.2% | +6.9% |
| 3M | -10.7% | -10.1% | -0.6% | -7.3% |
| 6M | +11.7% | -8.0% | +19.7% | +14.1% |
| YTD | +9.3% | -17.6% | +26.9% | +15.2% |
| 1Y | +13.3% | -14.7% | +28.0% | +17.4% |
| 3Y | +156.1% | +80.4% | +75.8% | +76.5% |
| 5Y | +148.5% | +25.9% | +122.7% | +98.7% |
| All | +267.0% | +376.9% | -109.9% | +62.1% |
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