+802.0%
PBF vs CNI
+11.3%
+790.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.0% |
| 7D | +2.3% | -1.1% | +3.4% | +2.9% |
| 30D | +11.6% | -3.5% | +15.1% | +13.7% |
| 3M | +81.7% | +2.2% | +79.5% | +78.9% |
| 6M | +96.4% | +15.1% | +81.4% | +77.7% |
| YTD | +189.5% | +24.7% | +164.8% | +146.2% |
| 1Y | +180.7% | +33.4% | +147.4% | +126.6% |
| 3Y | +56.6% | +19.5% | +37.1% | +34.0% |
| 5Y | +802.0% | +12.6% | +789.4% | +672.5% |
| All | +802.0% | +11.3% | +790.7% | +672.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling