+143.5%
PBF vs CLBK
+64.7%
+78.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.5% |
| 7D | +1.4% | -1.5% | +2.8% | +2.3% |
| 30D | +15.8% | +6.7% | +9.2% | +11.0% |
| 3M | +90.3% | +21.2% | +69.1% | +67.6% |
| 6M | +102.8% | +42.0% | +60.8% | +58.9% |
| YTD | +187.3% | +63.3% | +124.1% | +103.7% |
| 1Y | +161.8% | +65.4% | +96.5% | +82.1% |
| 3Y | +55.5% | +52.5% | +3.0% | +5.2% |
| 5Y | +801.9% | +42.0% | +759.9% | +402.3% |
| All | +143.5% | +64.7% | +78.7% | +24.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling