+838.1%
CLS vs PBF
+80.0%
+758.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.8% | -5.5% |
| 7D | +16.3% | +6.5% | +9.8% | +15.2% |
| 30D | -25.7% | -20.0% | -5.7% | -23.3% |
| 3M | -30.9% | -3.3% | -27.5% | -30.9% |
| 6M | -35.5% | +76.8% | -112.3% | -41.8% |
| YTD | -18.7% | +168.9% | -187.6% | -36.0% |
| 1Y | -17.9% | +96.4% | -114.3% | -29.7% |
| 3Y | +838.1% | +77.2% | +760.9% | +593.6% |
| All | +838.1% | +80.0% | +758.1% | +593.6% |
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