+189.0%
CDE vs PBF
+799.3%
-610.4%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.9% |
| 7D | -3.1% | +5.3% | -8.4% | -4.0% |
| 30D | +9.5% | +11.7% | -2.3% | +7.0% |
| 3M | +25.5% | +91.1% | -65.6% | +10.3% |
| 6M | -7.9% | +88.4% | -96.3% | -20.8% |
| YTD | +15.6% | +194.1% | -178.5% | -11.7% |
| 1Y | +34.0% | +180.4% | -146.4% | +2.2% |
| 3Y | +791.9% | +59.3% | +732.6% | +646.6% |
| All | +189.0% | +799.3% | -610.4% | +60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling