+136.2%
CMS vs PBF
+257.4%
-121.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.3% | -0.6% |
| 7D | -1.3% | +3.8% | -5.1% | -1.4% |
| 30D | +5.3% | -22.2% | +27.4% | +6.0% |
| 3M | -0.3% | +1.3% | -1.6% | -0.5% |
| 6M | -4.0% | +69.0% | -73.0% | -6.1% |
| YTD | +2.1% | +166.5% | -164.4% | -2.1% |
| 1Y | -4.7% | +88.1% | -92.8% | -7.5% |
| 3Y | +36.8% | +77.9% | -41.1% | +31.7% |
| 5Y | +34.9% | +413.0% | -378.2% | +21.9% |
| All | +136.2% | +257.4% | -121.2% | +93.2% |
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