-7.6%
CMG vs PBF
+55.5%
-63.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | -6.5% | +1.4% | -7.8% | -6.6% |
| 30D | +12.1% | +15.8% | -3.7% | +10.8% |
| 3M | +20.6% | +90.3% | -69.7% | +16.1% |
| 6M | +2.1% | +102.8% | -100.7% | -3.0% |
| YTD | -2.6% | +187.3% | -190.0% | -10.7% |
| 1Y | -8.7% | +161.8% | -170.5% | -16.2% |
| All | -7.6% | +55.5% | -63.0% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling