-70.5%
CBRS vs PBF
+79.9%
-150.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -6.7% | +0.6% | -4.3% |
| 7D | -18.4% | -0.9% | -17.5% | -18.0% |
| 30D | -49.4% | -13.7% | -35.7% | -47.5% |
| 3M | -59.6% | +10.6% | -70.2% | -61.9% |
| All | -70.5% | +79.9% | -150.4% | -76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · Available span rolling