+43.4%
CL vs PBF
+419.4%
-376.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.4% | +1.8% |
| 7D | +3.2% | +6.5% | -3.2% | +3.3% |
| 30D | +8.0% | -20.0% | +28.0% | +7.7% |
| 3M | +7.9% | -3.3% | +11.2% | +7.9% |
| 6M | +14.7% | +76.8% | -62.1% | +15.9% |
| YTD | +29.2% | +168.9% | -139.8% | +30.7% |
| 1Y | +29.5% | +96.4% | -66.8% | +30.8% |
| 3Y | +40.7% | +77.2% | -36.5% | +41.9% |
| All | +43.4% | +419.4% | -376.1% | +51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling