+8.9%
CRCL vs PBF
+350.7%
-341.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.3% |
| 7D | -11.2% | +5.3% | -16.5% | -11.3% |
| 30D | +27.1% | +11.7% | +15.4% | +26.7% |
| 3M | +9.6% | +91.1% | -81.4% | +8.9% |
| 6M | -19.7% | +88.4% | -108.1% | -20.6% |
| YTD | +14.2% | +194.1% | -179.8% | +12.3% |
| 1Y | -32.2% | +180.4% | -212.6% | -32.0% |
| All | +8.9% | +350.7% | -341.8% | +28.4% |
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 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