+3,038.3%
CLS vs PBF
+351.3%
+2,687.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +20.1% | +1.4% | +18.7% | +19.8% |
| 30D | +6.0% | +15.8% | -9.8% | +2.6% |
| 3M | -10.3% | +90.3% | -100.6% | -22.4% |
| 6M | +24.5% | +102.8% | -78.3% | +4.4% |
| YTD | +12.9% | +187.3% | -174.5% | -13.7% |
| 1Y | +36.7% | +161.8% | -125.2% | +5.9% |
| 3Y | +1,328.1% | +55.5% | +1,272.6% | +1,083.5% |
| 5Y | +3,682.3% | +801.9% | +2,880.4% | +1,862.5% |
| 10Y | +3,038.3% | +362.2% | +2,676.1% | +1,402.5% |
| All | +3,038.3% | +351.3% | +2,687.0% | +1,402.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling