-24.1%
CLS vs PBF
+83.1%
-107.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.2% | +2.3% | +4.5% |
| 7D | +23.5% | +4.3% | +19.3% | +23.3% |
| 30D | -28.9% | -21.8% | -7.1% | -29.0% |
| 3M | -25.2% | +1.7% | -26.9% | -24.8% |
| 6M | -32.1% | +69.8% | -101.9% | -29.9% |
| YTD | -14.1% | +167.7% | -181.8% | -17.0% |
| 1Y | -24.1% | +89.0% | -113.0% | -12.4% |
| All | -24.1% | +83.1% | -107.1% | -12.4% |
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 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