+732.7%
CLS vs PBF
+59.0%
+673.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.8% |
| 7D | -22.2% | -13.8% | -8.4% | -20.3% |
| 30D | -44.4% | -19.6% | -24.8% | -42.6% |
| 3M | -34.3% | +10.3% | -44.5% | -35.6% |
| 6M | -50.1% | +63.4% | -113.5% | -54.4% |
| YTD | -30.1% | +152.6% | -182.7% | -44.6% |
| 1Y | -39.3% | +87.4% | -126.7% | -47.8% |
| 3Y | +732.7% | +63.3% | +669.5% | +524.4% |
| All | +732.7% | +59.0% | +673.7% | +524.4% |
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 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