+18.8%
CLF vs PBF
+92.2%
-73.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.4% | +3.6% | +7.0% |
| 7D | -14.1% | -7.4% | -6.7% | -14.1% |
| 30D | -5.5% | -17.5% | +11.9% | -5.8% |
| 3M | 0.0% | +13.1% | -13.1% | +0.7% |
| 6M | +11.3% | +72.6% | -61.4% | +13.4% |
| YTD | -7.7% | +161.2% | -168.9% | -10.4% |
| All | +18.8% | +92.2% | -73.4% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling