+72.4%
CB vs PBF
+75.3%
-3.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.8% | -5.5% | +0.2% |
| 7D | -1.0% | -4.0% | +3.0% | -0.9% |
| 30D | +7.3% | -18.0% | +25.3% | +7.8% |
| 3M | +7.0% | +0.9% | +6.1% | +6.8% |
| 6M | +16.3% | +65.7% | -49.4% | +14.0% |
| YTD | +19.7% | +161.9% | -142.1% | +14.5% |
| 1Y | +27.8% | +77.8% | -50.0% | +24.2% |
| All | +72.4% | +75.3% | -3.0% | +66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling