-5.1%
CMS vs PBF
+57.6%
-62.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.4% | +4.8% | -2.7% |
| 7D | -1.3% | -13.8% | +12.4% | -1.7% |
| 30D | +6.3% | -19.6% | +25.9% | +5.7% |
| 3M | -2.1% | +10.3% | -12.3% | -0.6% |
| 6M | -5.1% | +63.4% | -68.5% | -3.6% |
| All | -5.1% | +57.6% | -62.7% | -3.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling