+344.9%
PBF vs CNI
+244.7%
+100.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.2% | +3.2% |
| 7D | +2.4% | +2.5% | -0.1% | +0.3% |
| 30D | +24.9% | -2.5% | +27.4% | +27.3% |
| 3M | +81.9% | +2.7% | +79.1% | +77.0% |
| 6M | +79.4% | +16.9% | +62.4% | +52.5% |
| YTD | +188.3% | +26.3% | +162.0% | +127.3% |
| 1Y | +177.3% | +31.1% | +146.1% | +109.9% |
| 3Y | +56.0% | +21.1% | +34.9% | +24.0% |
| 5Y | +804.0% | +11.0% | +793.0% | +658.1% |
| 10Y | +334.1% | +128.1% | +206.0% | +107.2% |
| All | +344.9% | +244.7% | +100.2% | +47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling