-13.3%
CLF vs PBF
+64.9%
-78.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.1% |
| 7D | +7.6% | +4.3% | +3.3% | +6.6% |
| 30D | -1.2% | +22.0% | -23.2% | -5.5% |
| 3M | -13.4% | +74.5% | -87.9% | -25.0% |
| 6M | +15.4% | +67.7% | -52.3% | -1.5% |
| YTD | -5.9% | +179.2% | -185.1% | -32.6% |
| 1Y | +18.8% | +170.0% | -151.2% | -16.9% |
| All | -13.3% | +64.9% | -78.2% | -38.0% |
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 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