+105.9%
CB vs PBF
+441.3%
-335.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.9% | +0.3% |
| 7D | 0.0% | +4.3% | -4.2% | -0.2% |
| 30D | +7.4% | -21.8% | +29.2% | +8.7% |
| 3M | +8.6% | +1.7% | +6.9% | +8.2% |
| 6M | +16.1% | +69.8% | -53.6% | +11.6% |
| YTD | +20.2% | +167.7% | -147.5% | +11.1% |
| 1Y | +27.2% | +89.0% | -61.8% | +20.4% |
| 3Y | +72.7% | +78.8% | -6.1% | +61.1% |
| 5Y | +105.9% | +415.4% | -309.5% | +75.5% |
| All | +105.9% | +441.3% | -335.3% | +75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling