+607.3%
CEG vs PBF
+373.8%
+233.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.8% |
| 7D | +0.3% | +2.3% | -2.0% | +0.1% |
| 30D | +2.9% | +11.6% | -8.7% | +1.7% |
| 3M | +18.2% | +81.7% | -63.5% | +10.9% |
| 6M | -9.5% | +96.4% | -106.0% | -16.5% |
| YTD | -18.7% | +189.5% | -208.2% | -28.9% |
| 1Y | -10.1% | +180.7% | -190.9% | -21.9% |
| 3Y | +168.3% | +56.6% | +111.7% | +137.9% |
| All | +607.3% | +373.8% | +233.6% | +489.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling