+93.9%
ILMN vs CBRE
-6.2%
+100.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.1% | -9.0% | -5.6% |
| 7D | -21.6% | +14.1% | -35.6% | -23.8% |
| 30D | -22.9% | +9.0% | -31.9% | -24.3% |
| 3M | +11.6% | -6.6% | +18.2% | +13.7% |
| 6M | +62.5% | +0.8% | +61.8% | +63.1% |
| YTD | +72.7% | -12.2% | +85.0% | +75.9% |
| 1Y | +93.9% | -6.8% | +100.7% | +91.0% |
| All | +93.9% | -6.2% | +100.0% | +91.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling