+132.3%
CMS vs PBF
+299.9%
-167.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.9% | +0.4% |
| 7D | -0.9% | -7.4% | +6.5% | -0.7% |
| 30D | +7.1% | -17.5% | +24.5% | +7.7% |
| 3M | -1.3% | +13.1% | -14.4% | -1.9% |
| 6M | -2.7% | +72.6% | -75.3% | -4.8% |
| YTD | +2.6% | +161.2% | -158.6% | -1.5% |
| 1Y | -2.0% | +93.3% | -95.3% | -5.0% |
| 3Y | +39.6% | +80.7% | -41.1% | +34.3% |
| 5Y | +35.3% | +396.1% | -360.8% | +22.5% |
| 10Y | +132.3% | +252.3% | -119.9% | +87.6% |
| All | +132.3% | +299.9% | -167.6% | +87.6% |
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