+176.9%
CBRE vs TENB
-3.6%
+180.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.7% | -0.1% |
| 7D | -7.2% | -7.1% | -0.1% | -5.7% |
| 30D | -6.4% | -15.4% | +8.9% | -3.3% |
| 3M | +2.9% | +19.5% | -16.6% | -3.1% |
| 6M | +2.5% | +54.8% | -52.3% | -10.5% |
| YTD | -14.2% | +36.1% | -50.3% | -23.1% |
| 1Y | -15.1% | +7.0% | -22.1% | -19.4% |
| 3Y | +61.9% | -27.6% | +89.5% | +65.6% |
| 5Y | +42.4% | -30.5% | +72.9% | +39.2% |
| All | +176.9% | -3.6% | +180.5% | +109.5% |
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