+145.3%
PBF vs CLBK
+65.6%
+79.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.4% |
| 7D | +2.3% | -1.4% | +3.7% | +3.2% |
| 30D | +11.6% | +4.5% | +7.0% | +8.2% |
| 3M | +81.7% | +22.8% | +59.0% | +58.8% |
| 6M | +96.4% | +43.4% | +53.0% | +52.9% |
| YTD | +189.5% | +64.1% | +125.4% | +104.6% |
| 1Y | +180.7% | +67.6% | +113.2% | +93.4% |
| 3Y | +56.6% | +53.3% | +3.4% | +5.7% |
| 5Y | +802.0% | +44.8% | +757.2% | +390.5% |
| All | +145.3% | +65.6% | +79.7% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CLBK 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling