+167.1%
CBRE vs TENB
+22.6%
+144.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | -1.8% | -3.3% | +1.5% | -1.1% |
| 30D | +3.3% | +6.9% | -3.6% | +1.3% |
| 3M | -12.4% | +1.8% | -14.2% | -14.1% |
| 6M | -5.4% | +98.1% | -103.4% | -22.3% |
| YTD | -17.2% | +73.2% | -90.4% | -30.5% |
| 1Y | -13.1% | +50.7% | -63.8% | -24.5% |
| 3Y | +81.6% | +9.3% | +72.2% | +67.9% |
| 5Y | +26.4% | -25.1% | +51.6% | +20.9% |
| All | +167.1% | +22.6% | +144.5% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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