+1,085.4%
RTX vs CBRE
+2,234.5%
-1,149.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -5.2% | -2.0% | -3.2% | -4.7% |
| 30D | -9.4% | -2.2% | -7.2% | -9.1% |
| 3M | +12.3% | +12.9% | -0.6% | +8.7% |
| 6M | -3.1% | +4.3% | -7.4% | -4.6% |
| YTD | +10.7% | -8.0% | +18.7% | +11.6% |
| 1Y | +28.4% | -8.6% | +37.0% | +29.5% |
| 3Y | +147.1% | +71.9% | +75.2% | +110.5% |
| 5Y | +167.2% | +50.0% | +117.2% | +131.8% |
| 10Y | +274.7% | +390.1% | -115.3% | +148.4% |
| All | +1,085.4% | +2,234.5% | -1,149.1% | +429.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling