+37.6%
CL vs PBF
+59.0%
-21.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.4% | +5.1% | -2.4% |
| 7D | +1.3% | -13.8% | +15.1% | +1.0% |
| 30D | +11.4% | -19.6% | +31.0% | +10.8% |
| 3M | +4.4% | +10.3% | -5.8% | +4.9% |
| 6M | +10.8% | +63.4% | -52.7% | +12.5% |
| YTD | +25.1% | +152.6% | -127.5% | +27.3% |
| 1Y | +28.0% | +87.4% | -59.4% | +29.7% |
| 3Y | +37.6% | +63.3% | -25.6% | +39.6% |
| All | +37.6% | +59.0% | -21.4% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling