+333.7%
CMS vs PBF
+265.5%
+68.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.4% | +4.8% | -2.3% |
| 7D | -1.3% | -13.8% | +12.4% | -0.8% |
| 30D | +6.3% | -19.6% | +25.9% | +7.0% |
| 3M | -2.1% | +10.3% | -12.3% | -2.6% |
| 6M | -5.1% | +63.4% | -68.5% | -7.1% |
| YTD | +1.3% | +152.6% | -151.4% | -2.9% |
| 1Y | -1.4% | +87.4% | -88.7% | -4.4% |
| 3Y | +36.9% | +63.3% | -26.3% | +32.0% |
| 5Y | +32.5% | +412.5% | -379.9% | +19.4% |
| 10Y | +126.8% | +282.5% | -155.7% | +87.5% |
| All | +333.7% | +265.5% | +68.3% | +244.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling