+493.9%
CB vs PBF
+265.5%
+228.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -7.4% | +4.9% | -1.6% |
| 7D | +0.2% | -13.8% | +14.0% | +1.8% |
| 30D | +9.1% | -19.6% | +28.7% | +11.4% |
| 3M | +3.4% | +10.3% | -6.8% | +1.6% |
| 6M | +14.1% | +63.4% | -49.4% | +6.5% |
| YTD | +18.0% | +152.6% | -134.6% | +3.4% |
| 1Y | +30.1% | +87.4% | -57.2% | +17.7% |
| 3Y | +71.8% | +63.3% | +8.5% | +53.1% |
| 5Y | +101.8% | +412.5% | -310.6% | +47.6% |
| 10Y | +252.1% | +282.5% | -30.3% | +124.8% |
| All | +493.9% | +265.5% | +228.5% | +258.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling