+25.9%
CMS vs PBF
+772.7%
-746.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.2% |
| 7D | +0.4% | +4.3% | -3.9% | +0.4% |
| 30D | -3.6% | +22.0% | -25.6% | -3.6% |
| 3M | -1.9% | +74.5% | -76.4% | -2.2% |
| 6M | -11.0% | +67.7% | -78.7% | -11.2% |
| YTD | +0.2% | +179.2% | -179.0% | -0.6% |
| 1Y | -1.3% | +170.0% | -171.3% | -2.1% |
| 3Y | +35.9% | +66.4% | -30.4% | +35.1% |
| All | +25.9% | +772.7% | -746.8% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling