+221.2%
CNP vs PBF
+303.9%
-82.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.7% |
| 7D | +1.1% | +4.3% | -3.2% | +0.7% |
| 30D | -1.8% | +22.0% | -23.8% | -3.7% |
| 3M | -4.6% | +74.5% | -79.1% | -9.9% |
| 6M | -8.8% | +67.7% | -76.5% | -14.0% |
| YTD | +5.2% | +179.2% | -173.9% | -5.8% |
| 1Y | +8.3% | +170.0% | -161.7% | -3.4% |
| 3Y | +54.9% | +66.4% | -11.5% | +41.6% |
| 5Y | +73.5% | +764.5% | -691.0% | +25.2% |
| 10Y | +139.1% | +358.5% | -219.4% | +56.1% |
| All | +221.2% | +303.9% | -82.7% | +104.0% |
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 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