-2.8%
CMS vs PBF
+82.1%
-84.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.2% | +5.6% | +0.2% |
| 7D | +0.5% | -15.3% | +15.8% | +0.1% |
| 30D | +7.4% | -21.8% | +29.2% | +6.9% |
| 3M | +1.9% | -0.2% | +2.1% | +2.2% |
| 6M | -2.3% | +63.6% | -65.9% | -1.2% |
| YTD | +3.0% | +147.5% | -144.6% | +3.4% |
| 1Y | -2.8% | +69.8% | -72.6% | -1.5% |
| All | -2.8% | +82.1% | -84.9% | -1.5% |
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