+38.3%
CMS vs PBF
+75.3%
-37.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.8% | -6.0% | -0.2% |
| 7D | -1.1% | -4.0% | +2.9% | -1.2% |
| 30D | +6.6% | -18.0% | +24.6% | +6.3% |
| 3M | +0.8% | +0.9% | -0.1% | +0.9% |
| 6M | -3.3% | +65.7% | -69.0% | -2.8% |
| YTD | +2.7% | +161.9% | -159.1% | +3.4% |
| 1Y | -4.0% | +77.8% | -81.8% | -3.4% |
| All | +38.3% | +75.3% | -37.0% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling