+94.2%
ILMN vs CBRE
+79.1%
+15.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.7% |
| 7D | -9.7% | +5.2% | -14.9% | -11.8% |
| 30D | -20.4% | +6.2% | -26.6% | -22.8% |
| 3M | +10.0% | -8.1% | +18.1% | +13.3% |
| 6M | +49.5% | -6.6% | +56.1% | +52.1% |
| YTD | +62.5% | -15.7% | +78.2% | +72.0% |
| 1Y | +76.0% | -9.7% | +85.6% | +79.0% |
| 3Y | +94.2% | +80.4% | +13.8% | +19.6% |
| All | +94.2% | +79.1% | +15.1% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling