+157.4%
CL vs PBF
+294.5%
-137.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -6.7% | +10.0% | +3.5% |
| 7D | +7.7% | -0.9% | +8.6% | +7.7% |
| 30D | +15.2% | -13.7% | +29.0% | +15.6% |
| 3M | +7.3% | +10.6% | -3.3% | +6.8% |
| 6M | +17.0% | +61.2% | -44.2% | +14.9% |
| YTD | +28.0% | +172.7% | -144.7% | +23.0% |
| 1Y | +32.1% | +111.0% | -78.9% | +28.0% |
| 3Y | +41.5% | +73.6% | -32.1% | +36.8% |
| 5Y | +43.9% | +479.7% | -435.7% | +29.6% |
| 10Y | +79.8% | +312.9% | -233.1% | +51.4% |
| All | +157.4% | +294.5% | -137.1% | +110.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling