+243.0%
CB vs PBF
+299.9%
-56.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.8% | -0.8% |
| 7D | -1.5% | -7.4% | +5.9% | -0.7% |
| 30D | +6.5% | -17.5% | +24.0% | +8.6% |
| 3M | +4.1% | +13.1% | -9.1% | +1.9% |
| 6M | +14.4% | +72.6% | -58.2% | +6.0% |
| YTD | +17.5% | +161.2% | -143.7% | +2.3% |
| 1Y | +27.5% | +93.3% | -65.8% | +14.8% |
| 3Y | +71.6% | +80.7% | -9.1% | +50.7% |
| 5Y | +100.6% | +396.1% | -295.5% | +45.7% |
| 10Y | +243.0% | +252.3% | -9.3% | +119.9% |
| All | +243.0% | +299.9% | -56.9% | +119.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling