+275.2%
RTX vs CBRE
+378.3%
-103.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | +0.6% |
| 7D | -3.1% | -1.5% | -1.6% | -2.5% |
| 30D | -10.6% | -4.0% | -6.6% | -9.3% |
| 3M | +11.6% | +8.0% | +3.6% | +7.2% |
| 6M | -4.5% | +4.0% | -8.5% | -7.1% |
| YTD | +9.6% | -11.5% | +21.1% | +12.7% |
| 1Y | +30.8% | -13.0% | +43.8% | +35.2% |
| 3Y | +152.8% | +66.9% | +85.9% | +83.1% |
| 5Y | +167.1% | +45.0% | +122.1% | +100.0% |
| 10Y | +275.2% | +385.0% | -109.9% | +59.6% |
| All | +275.2% | +378.3% | -103.2% | +59.6% |
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