+77.2%
PBF vs CNH
+29.5%
+47.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +6.5% | +3.0% | +3.4% | +5.6% |
| 30D | -20.0% | -0.6% | -19.4% | -19.9% |
| 3M | -3.3% | +14.6% | -18.0% | -7.6% |
| 6M | +76.8% | +11.8% | +65.0% | +67.6% |
| YTD | +168.9% | +30.4% | +138.5% | +128.3% |
| 1Y | +96.4% | +19.1% | +77.3% | +74.5% |
| 3Y | +77.2% | +30.2% | +47.0% | +40.7% |
| All | +77.2% | +29.5% | +47.7% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 3y: compounded portfolio wealth divided by compounded CNH 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…
3y analysis · Full analysis span regression · 6 months rolling