-3.6%
CNC vs PBF
+55.5%
-59.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -4.9% | +1.4% | -6.2% | -4.9% |
| 30D | -3.8% | +15.8% | -19.6% | -3.9% |
| 3M | -3.2% | +90.3% | -93.5% | -4.3% |
| 6M | +47.9% | +102.8% | -54.9% | +46.3% |
| YTD | +55.7% | +187.3% | -131.7% | +53.9% |
| 1Y | +106.2% | +161.8% | -55.6% | +103.7% |
| All | -3.6% | +55.5% | -59.0% | +2.5% |
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