+15.8%
CME vs PBF
+82.1%
-66.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.2% | +6.7% | +1.6% |
| 7D | +1.7% | -15.3% | +16.9% | +1.9% |
| 30D | +10.2% | -21.8% | +32.0% | +10.4% |
| 3M | +17.8% | -0.2% | +18.0% | +17.7% |
| 6M | +11.0% | +63.6% | -52.6% | +9.6% |
| YTD | +17.0% | +147.5% | -130.5% | +15.2% |
| 1Y | +15.8% | +69.8% | -54.0% | +14.5% |
| All | +15.8% | +82.1% | -66.3% | +14.5% |
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