+28.0%
CL vs PBF
+94.2%
-66.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.5% | -2.2% |
| 7D | +1.3% | -13.8% | +15.1% | +0.8% |
| 30D | +11.4% | -19.6% | +31.0% | +10.5% |
| 3M | +4.4% | +10.3% | -5.8% | +5.2% |
| 6M | +10.8% | +63.4% | -52.7% | +13.7% |
| YTD | +25.1% | +152.6% | -127.5% | +23.0% |
| 1Y | +28.0% | +87.4% | -59.4% | +27.4% |
| All | +28.0% | +94.2% | -66.2% | +27.4% |
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 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