+2,584.2%
CLS vs PBF
+265.5%
+2,318.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.8% |
| 7D | -22.2% | -13.8% | -8.4% | -19.7% |
| 30D | -44.4% | -19.6% | -24.8% | -42.2% |
| 3M | -34.3% | +10.3% | -44.5% | -36.1% |
| 6M | -50.1% | +63.4% | -113.5% | -55.5% |
| YTD | -30.1% | +152.6% | -182.7% | -44.8% |
| 1Y | -39.3% | +87.4% | -126.7% | -49.1% |
| 3Y | +732.7% | +63.3% | +669.5% | +586.1% |
| 5Y | +1,777.2% | +412.5% | +1,364.7% | +1,039.8% |
| 10Y | +1,645.6% | +282.5% | +1,363.1% | +784.7% |
| All | +2,584.2% | +265.5% | +2,318.7% | +1,173.4% |
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 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