+518.2%
CEG vs PBF
+313.5%
+204.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.4% |
| 7D | -4.7% | -13.8% | +9.0% | -3.4% |
| 30D | -16.6% | -19.6% | +3.0% | -15.0% |
| 3M | -4.1% | +10.3% | -14.4% | -5.5% |
| 6M | -22.3% | +63.4% | -85.8% | -26.7% |
| YTD | -28.9% | +152.6% | -181.6% | -37.3% |
| 1Y | -28.5% | +87.4% | -115.8% | -34.5% |
| 3Y | +104.3% | +63.3% | +41.0% | +78.8% |
| All | +518.2% | +313.5% | +204.8% | +420.6% |
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 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