+127.9%
PBF vs CLBK
+60.9%
+67.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.8% |
| 7D | +6.5% | +0.9% | +5.6% | +5.9% |
| 30D | -20.0% | +3.4% | -23.4% | -21.7% |
| 3M | -3.3% | -4.3% | +0.9% | -0.8% |
| 6M | +76.8% | +28.4% | +48.4% | +49.7% |
| YTD | +168.9% | +59.4% | +109.5% | +93.5% |
| 1Y | +96.4% | +64.8% | +31.5% | +37.5% |
| 3Y | +77.2% | +50.6% | +26.6% | +21.1% |
| 5Y | +417.7% | +28.3% | +389.5% | +225.7% |
| All | +127.9% | +60.9% | +67.0% | +18.5% |
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