+39.4%
CL vs PBF
+69.3%
-29.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.2% | +5.4% | 0.0% |
| 7D | +2.6% | -15.3% | +17.9% | +2.1% |
| 30D | +11.8% | -21.8% | +33.5% | +11.1% |
| 3M | +5.9% | -0.2% | +6.1% | +6.1% |
| 6M | +13.3% | +63.6% | -50.3% | +15.1% |
| YTD | +27.1% | +147.5% | -120.4% | +29.3% |
| 1Y | +28.0% | +69.8% | -41.8% | +29.5% |
| 3Y | +39.4% | +65.3% | -25.9% | +41.8% |
| All | +39.4% | +69.3% | -29.9% | +41.8% |
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