+644.0%
CMI vs PBF
+315.7%
+328.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | +0.7% | +1.4% | -0.7% | +0.5% |
| 30D | -12.3% | +15.8% | -28.1% | -14.2% |
| 3M | -16.8% | +90.3% | -107.1% | -24.4% |
| 6M | +1.5% | +102.8% | -101.3% | -9.7% |
| YTD | +9.8% | +187.3% | -177.5% | -7.8% |
| 1Y | +42.6% | +161.8% | -119.3% | +20.5% |
| 3Y | +151.0% | +55.5% | +95.5% | +121.0% |
| 5Y | +167.0% | +801.9% | -634.9% | +72.9% |
| 10Y | +512.2% | +362.2% | +149.9% | +267.1% |
| All | +644.0% | +315.7% | +328.4% | +337.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling