+27.7%
CL vs PBF
+79.0%
-51.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.8% | -5.9% | +0.1% |
| 7D | -0.8% | -4.0% | +3.2% | -0.9% |
| 30D | +9.5% | -18.0% | +27.5% | +8.7% |
| 3M | +6.8% | +0.9% | +5.8% | +7.1% |
| 6M | +14.3% | +65.7% | -51.4% | +17.4% |
| YTD | +27.0% | +161.9% | -134.9% | +24.8% |
| All | +27.7% | +79.0% | -51.3% | +28.3% |
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