+2,795.1%
CLS vs PBF
+277.8%
+2,517.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.4% | +4.5% | +7.2% |
| 7D | -10.6% | -7.4% | -3.2% | -9.0% |
| 30D | -38.4% | -17.5% | -21.0% | -36.2% |
| 3M | -29.9% | +13.1% | -43.0% | -32.1% |
| 6M | -40.6% | +72.6% | -113.3% | -47.7% |
| YTD | -24.6% | +161.2% | -185.8% | -40.9% |
| 1Y | -30.8% | +93.3% | -124.1% | -42.2% |
| 3Y | +811.7% | +80.7% | +731.1% | +636.4% |
| 5Y | +1,838.4% | +396.1% | +1,442.3% | +1,086.1% |
| 10Y | +1,751.5% | +252.3% | +1,499.2% | +849.5% |
| All | +2,795.1% | +277.8% | +2,517.2% | +1,265.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling