+74.4%
CNP vs PBF
+772.7%
-698.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.7% |
| 7D | +1.1% | +4.3% | -3.2% | +1.0% |
| 30D | -1.8% | +22.0% | -23.8% | -2.4% |
| 3M | -4.6% | +74.5% | -79.1% | -6.2% |
| 6M | -8.8% | +67.7% | -76.5% | -10.4% |
| YTD | +5.2% | +179.2% | -173.9% | +1.7% |
| 1Y | +8.3% | +170.0% | -161.7% | +4.5% |
| 3Y | +54.9% | +66.4% | -11.5% | +51.8% |
| All | +74.4% | +772.7% | -698.2% | +60.0% |
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