+230.4%
CNP vs PBF
+277.8%
-47.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.4% | -3.0% | +0.1% |
| 7D | -4.3% | -7.4% | +3.1% | -3.7% |
| 30D | +5.7% | -17.5% | +23.2% | +7.4% |
| 3M | +0.9% | +13.1% | -12.2% | -0.7% |
| 6M | -1.1% | +72.6% | -73.7% | -6.8% |
| YTD | +8.3% | +161.2% | -152.9% | -2.9% |
| 1Y | +5.9% | +93.3% | -87.4% | -2.4% |
| 3Y | +64.6% | +80.7% | -16.0% | +48.7% |
| 5Y | +74.6% | +396.1% | -321.5% | +34.7% |
| 10Y | +139.8% | +252.3% | -112.4% | +60.9% |
| All | +230.4% | +277.8% | -47.5% | +110.4% |
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