-29.6%
CLS vs PBF
+120.1%
-149.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -6.7% | -2.4% | -9.0% |
| 7D | -21.1% | -0.9% | -20.2% | -21.0% |
| 30D | -38.2% | -13.7% | -24.5% | -38.1% |
| 3M | -36.3% | +10.6% | -46.9% | -35.9% |
| 6M | -43.8% | +61.2% | -105.0% | -42.7% |
| YTD | -20.0% | +172.7% | -192.7% | -24.3% |
| 1Y | -29.6% | +111.0% | -140.6% | -25.5% |
| All | -29.6% | +120.1% | -149.6% | -25.5% |
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