+3,269.5%
CLS vs PBF
+772.7%
+2,496.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.0% |
| 7D | +4.6% | +4.3% | +0.3% | +3.8% |
| 30D | -13.9% | +22.0% | -35.9% | -17.0% |
| 3M | -26.6% | +74.5% | -101.1% | -33.9% |
| 6M | +15.4% | +67.7% | -52.3% | +2.9% |
| YTD | +5.7% | +179.2% | -173.5% | -16.1% |
| 1Y | +41.1% | +170.0% | -128.9% | +12.1% |
| 3Y | +1,228.6% | +66.4% | +1,162.2% | +989.8% |
| All | +3,269.5% | +772.7% | +2,496.8% | +1,643.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling