+70.5%
ILMN vs CBRE
+421.6%
-351.1%
-86.2%
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 | -2.6% | +1.0% | -3.6% | -3.0% |
| 30D | -20.6% | +5.6% | -26.3% | -22.7% |
| 3M | +17.5% | -6.8% | +24.2% | +19.8% |
| 6M | +55.6% | -5.6% | +61.2% | +56.9% |
| YTD | +68.3% | -14.1% | +82.4% | +74.9% |
| 1Y | +81.1% | -9.5% | +90.6% | +84.1% |
| 3Y | +112.2% | +91.8% | +20.4% | +57.3% |
| 5Y | -42.6% | +30.3% | -72.9% | -51.7% |
| 10Y | +70.5% | +406.9% | -336.4% | +5.8% |
| All | +70.5% | +421.6% | -351.1% | +5.8% |
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