+180.4%
PBF vs CLBK
+68.0%
+112.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +5.3% | -1.5% | +6.8% | +5.4% |
| 30D | +11.7% | -1.0% | +12.8% | +11.8% |
| 3M | +91.1% | +22.9% | +68.2% | +90.6% |
| 6M | +88.4% | +44.2% | +44.2% | +86.5% |
| YTD | +194.1% | +64.0% | +130.1% | +180.8% |
| 1Y | +180.4% | +65.7% | +114.7% | +181.8% |
| All | +180.4% | +68.0% | +112.4% | +181.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling