+40.7%
ILMN vs CBRE
+72.5%
-31.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.3% |
| 7D | +1.2% | -2.0% | +3.2% | +2.1% |
| 30D | +9.2% | -2.2% | +11.4% | +10.0% |
| 3M | +29.8% | +12.9% | +16.9% | +21.7% |
| 6M | +69.2% | +4.3% | +64.9% | +64.3% |
| YTD | +66.4% | -8.0% | +74.4% | +70.3% |
| 1Y | +123.4% | -8.6% | +132.0% | +129.3% |
| All | +40.7% | +72.5% | -31.8% | -10.2% |
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