+72.5%
PBF vs CLBK
+56.6%
+16.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.2% | +5.6% | +5.7% |
| 7D | -4.0% | +2.2% | -6.1% | -4.5% |
| 30D | -18.0% | +5.0% | -23.0% | -19.0% |
| 3M | +0.9% | +3.3% | -2.3% | 0.0% |
| 6M | +65.7% | +29.6% | +36.1% | +55.0% |
| YTD | +161.9% | +62.1% | +99.7% | +127.7% |
| 1Y | +77.8% | +64.3% | +13.4% | +53.8% |
| All | +72.5% | +56.6% | +16.0% | +48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling