-18.8%
CLX vs PBF
+90.7%
-109.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.5% |
| 7D | -9.2% | +4.3% | -13.5% | -8.5% |
| 30D | -11.0% | +22.0% | -33.0% | -7.4% |
| 3M | +5.0% | +74.5% | -69.5% | +18.7% |
| 6M | -18.8% | +67.7% | -86.5% | -7.6% |
| All | -18.8% | +90.7% | -109.5% | -7.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling