+131.5%
CNP vs PBF
+354.3%
-222.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.1% | +0.9% |
| 7D | +1.6% | +2.4% | -0.7% | +1.4% |
| 30D | -0.8% | +24.9% | -25.7% | -2.8% |
| 3M | -3.6% | +81.9% | -85.4% | -9.0% |
| 6M | -6.9% | +79.4% | -86.3% | -12.6% |
| YTD | +6.4% | +188.3% | -181.9% | -4.7% |
| 1Y | +9.9% | +177.3% | -167.3% | -1.8% |
| 3Y | +53.1% | +56.0% | -2.9% | +41.6% |
| 5Y | +72.0% | +804.0% | -732.1% | +23.9% |
| 10Y | +131.5% | +334.1% | -202.6% | +53.5% |
| All | +131.5% | +354.3% | -222.8% | +53.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling