+341.8%
PBF vs CNI
+138.2%
+203.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +0.8% |
| 7D | +5.3% | -0.4% | +5.7% | +5.7% |
| 30D | +11.7% | -2.7% | +14.4% | +14.3% |
| 3M | +91.1% | +3.9% | +87.2% | +83.7% |
| 6M | +88.4% | +16.4% | +72.1% | +59.2% |
| YTD | +194.1% | +25.8% | +168.2% | +128.0% |
| 1Y | +180.4% | +32.4% | +148.0% | +105.4% |
| 3Y | +59.3% | +19.1% | +40.2% | +25.5% |
| 5Y | +816.3% | +13.6% | +802.7% | +626.1% |
| All | +341.8% | +138.2% | +203.6% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 10y: compounded portfolio wealth divided by compounded CNI 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…
10y analysis · Full analysis span regression · 6 months rolling