+510.7%
CNQ vs PBF
+325.4%
+185.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.1% | -1.0% |
| 7D | +0.1% | +5.3% | -5.2% | -1.5% |
| 30D | +6.2% | +11.7% | -5.5% | +2.2% |
| 3M | +12.4% | +91.1% | -78.7% | -9.5% |
| 6M | +9.0% | +88.4% | -79.4% | -12.6% |
| YTD | +52.2% | +194.1% | -141.8% | +4.5% |
| 1Y | +65.0% | +180.4% | -115.4% | +13.3% |
| 3Y | +78.8% | +59.3% | +19.5% | +37.9% |
| 5Y | +286.0% | +816.3% | -530.3% | +57.0% |
| 10Y | +420.7% | +373.1% | +47.7% | +98.1% |
| All | +510.7% | +325.4% | +185.3% | +143.1% |
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