+83.1%
CL vs PBF
+261.5%
-178.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.8% | -5.9% | -0.2% |
| 7D | -0.8% | -4.0% | +3.2% | -0.7% |
| 30D | +9.5% | -18.0% | +27.5% | +10.0% |
| 3M | +6.8% | +0.9% | +5.8% | +6.6% |
| 6M | +14.3% | +65.7% | -51.4% | +12.6% |
| YTD | +26.3% | +161.9% | -135.6% | +22.3% |
| 1Y | +25.6% | +77.8% | -52.2% | +22.9% |
| 3Y | +38.5% | +74.9% | -36.4% | +34.6% |
| 5Y | +40.7% | +423.4% | -382.7% | +29.0% |
| 10Y | +83.1% | +255.2% | -172.1% | +57.4% |
| All | +83.1% | +261.5% | -178.4% | +57.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling