+496.3%
CNC vs PBF
+303.9%
+192.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.3% |
| 7D | +3.5% | +4.3% | -0.8% | +3.1% |
| 30D | +0.1% | +22.0% | -21.9% | -1.9% |
| 3M | +6.9% | +74.5% | -67.6% | +0.8% |
| 6M | +49.0% | +67.7% | -18.7% | +40.2% |
| YTD | +62.9% | +179.2% | -116.3% | +45.4% |
| 1Y | +134.0% | +170.0% | -36.0% | +108.1% |
| 3Y | +9.4% | +66.4% | -57.0% | -0.3% |
| 5Y | +4.1% | +764.5% | -760.3% | -25.2% |
| 10Y | +95.4% | +358.5% | -263.1% | +29.7% |
| All | +496.3% | +303.9% | +192.4% | +274.8% |
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 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