+130.1%
CL vs PBF
+303.9%
-173.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.4% |
| 7D | -2.2% | +4.3% | -6.5% | -2.3% |
| 30D | -4.8% | +22.0% | -26.8% | -5.4% |
| 3M | +4.9% | +74.5% | -69.6% | +3.0% |
| 6M | -5.7% | +67.7% | -73.4% | -7.6% |
| YTD | +14.4% | +179.2% | -164.8% | +10.0% |
| 1Y | +8.7% | +170.0% | -161.3% | +4.5% |
| 3Y | +30.0% | +66.4% | -36.4% | +26.0% |
| 5Y | +28.4% | +764.5% | -736.1% | +13.2% |
| 10Y | +50.1% | +358.5% | -308.4% | +25.5% |
| All | +130.1% | +303.9% | -173.8% | +88.0% |
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