+28.0%
CL vs PBF
+82.1%
-54.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.2% | +5.4% | 0.0% |
| 7D | +2.6% | -15.3% | +17.9% | +1.9% |
| 30D | +11.8% | -21.8% | +33.5% | +10.7% |
| 3M | +5.9% | -0.2% | +6.1% | +6.2% |
| 6M | +13.3% | +63.6% | -50.3% | +16.2% |
| YTD | +27.1% | +147.5% | -120.4% | +24.0% |
| 1Y | +28.0% | +69.8% | -41.8% | +28.7% |
| All | +28.0% | +82.1% | -54.1% | +28.7% |
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