+5.6%
CNC vs PBF
+799.3%
-793.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.5% |
| 7D | -0.9% | +5.3% | -6.3% | -1.1% |
| 30D | -1.0% | +11.7% | -12.7% | -1.4% |
| 3M | +4.5% | +91.1% | -86.5% | +1.7% |
| 6M | +85.2% | +88.4% | -3.2% | +79.9% |
| YTD | +61.4% | +194.1% | -132.6% | +54.0% |
| 1Y | +94.9% | +180.4% | -85.5% | +85.7% |
| 3Y | 0.0% | +59.3% | -59.3% | -1.8% |
| All | +5.6% | +799.3% | -793.7% | -7.1% |
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