+30.1%
CB vs PBF
+94.2%
-64.0%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.8% |
| 7D | +0.2% | -13.8% | +14.0% | +0.2% |
| 30D | +9.1% | -19.6% | +28.7% | +8.9% |
| 3M | +3.4% | +10.3% | -6.8% | +3.6% |
| 6M | +14.1% | +63.4% | -49.4% | +13.9% |
| YTD | +18.0% | +152.6% | -134.6% | +16.8% |
| 1Y | +30.1% | +87.4% | -57.2% | +27.8% |
| All | +30.1% | +94.2% | -64.0% | +27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling