-34.0%
CLF vs PBF
+59.0%
-93.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.0% |
| 7D | -19.6% | -13.8% | -5.8% | -16.9% |
| 30D | -5.0% | -19.6% | +14.6% | -1.1% |
| 3M | -6.3% | +10.3% | -16.6% | -9.4% |
| 6M | +2.8% | +63.4% | -60.7% | -11.4% |
| YTD | -13.7% | +152.6% | -166.3% | -38.2% |
| 1Y | +13.6% | +87.4% | -73.8% | -10.6% |
| 3Y | -34.0% | +63.3% | -97.2% | -53.3% |
| All | -34.0% | +59.0% | -93.0% | -53.3% |
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 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