-6.3%
CI vs PBF
+176.6%
-182.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.3% | -5.1% | -1.8% |
| 7D | -2.0% | +2.4% | -4.4% | -2.0% |
| 30D | -1.8% | +24.9% | -26.7% | -1.6% |
| 3M | -4.2% | +81.9% | -86.1% | -4.1% |
| 6M | +2.7% | +79.4% | -76.7% | +2.7% |
| YTD | +1.9% | +188.3% | -186.4% | +2.6% |
| 1Y | -6.3% | +177.3% | -183.5% | -5.9% |
| All | -6.3% | +176.6% | -182.8% | -5.9% |
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