+3,956.5%
CLS vs PBF
+303.9%
+3,652.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.1% |
| 7D | +4.6% | +4.3% | +0.3% | +3.7% |
| 30D | -13.9% | +22.0% | -35.9% | -17.5% |
| 3M | -26.6% | +74.5% | -101.1% | -35.1% |
| 6M | +15.4% | +67.7% | -52.3% | +1.0% |
| YTD | +5.7% | +179.2% | -173.5% | -17.8% |
| 1Y | +41.1% | +170.0% | -128.9% | +9.7% |
| 3Y | +1,228.6% | +66.4% | +1,162.2% | +993.7% |
| 5Y | +3,240.6% | +764.5% | +2,476.1% | +1,714.1% |
| 10Y | +2,760.3% | +358.5% | +2,401.8% | +1,307.1% |
| All | +3,956.5% | +303.9% | +3,652.6% | +1,796.4% |
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