-3.1%
CMS vs PBF
+92.2%
-95.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.9% | +0.6% |
| 7D | -0.9% | -7.4% | +6.5% | -1.1% |
| 30D | +7.1% | -17.5% | +24.5% | +6.6% |
| 3M | -1.3% | +13.1% | -14.4% | -0.6% |
| 6M | -2.7% | +72.6% | -75.3% | -1.4% |
| YTD | +2.6% | +161.2% | -158.6% | +3.1% |
| All | -3.1% | +92.2% | -95.3% | -1.7% |
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