+229.2%
CNP vs PBF
+265.5%
-36.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +1.9% |
| 7D | -4.2% | -13.8% | +9.6% | -3.0% |
| 30D | +5.5% | -19.6% | +25.1% | +7.4% |
| 3M | +0.6% | +10.3% | -9.7% | -0.8% |
| 6M | -2.8% | +63.4% | -66.3% | -8.0% |
| YTD | +7.9% | +152.6% | -144.8% | -2.9% |
| 1Y | +6.7% | +87.4% | -80.7% | -1.5% |
| 3Y | +61.1% | +63.3% | -2.1% | +47.0% |
| 5Y | +73.0% | +412.5% | -339.5% | +32.8% |
| 10Y | +141.9% | +282.5% | -140.6% | +60.6% |
| All | +229.2% | +265.5% | -36.3% | +110.3% |
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