+5.6%
CDE vs PBF
+120.1%
-114.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -6.7% | +15.4% | +7.9% |
| 7D | +1.1% | -0.9% | +2.0% | +1.1% |
| 30D | -14.5% | -13.7% | -0.8% | -15.7% |
| 3M | -10.1% | +10.6% | -20.7% | -8.2% |
| 6M | -16.9% | +61.2% | -78.1% | -9.6% |
| YTD | -18.1% | +172.7% | -190.9% | -13.6% |
| 1Y | +5.6% | +111.0% | -105.4% | +16.2% |
| All | +5.6% | +120.1% | -114.4% | +16.2% |
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 · 6 months rolling