+8.7%
CL vs PBF
+176.4%
-167.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.5% |
| 7D | -2.2% | +4.3% | -6.5% | -2.0% |
| 30D | -4.8% | +22.0% | -26.8% | -3.9% |
| 3M | +4.9% | +74.5% | -69.6% | +7.8% |
| 6M | -5.7% | +67.7% | -73.4% | -2.9% |
| YTD | +14.4% | +179.2% | -164.8% | +16.5% |
| 1Y | +8.7% | +170.0% | -161.3% | +11.1% |
| All | +8.7% | +176.4% | -167.6% | +11.1% |
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