-56.5%
CLF vs PBF
+303.9%
-360.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.2% |
| 7D | +7.6% | +4.3% | +3.3% | +6.3% |
| 30D | -1.2% | +22.0% | -23.2% | -6.9% |
| 3M | -13.4% | +74.5% | -87.9% | -27.9% |
| 6M | +15.4% | +67.7% | -52.3% | -5.5% |
| YTD | -5.9% | +179.2% | -185.1% | -34.5% |
| 1Y | +18.8% | +170.0% | -151.2% | -18.2% |
| 3Y | -19.4% | +66.4% | -85.8% | -38.8% |
| 5Y | -47.7% | +764.5% | -812.2% | -78.5% |
| 10Y | +130.4% | +358.5% | -228.1% | -10.2% |
| All | -56.5% | +303.9% | -360.4% | -84.8% |
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 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