-20.8%
CLF vs PBF
+78.4%
-99.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.9% |
| 7D | +16.0% | +3.8% | +12.2% | +15.0% |
| 30D | +1.6% | -22.2% | +23.8% | +6.7% |
| 3M | +6.7% | +1.3% | +5.4% | +5.2% |
| 6M | +21.1% | +69.0% | -47.9% | +3.7% |
| YTD | -1.6% | +166.5% | -168.1% | -30.4% |
| 1Y | +18.5% | +88.1% | -69.6% | -5.8% |
| All | -20.8% | +78.4% | -99.2% | -45.4% |
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