+136.6%
PBF vs CLBK
+67.9%
+68.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +4.3% | +1.2% | +3.1% | +3.5% |
| 30D | +22.0% | +9.1% | +12.9% | +15.2% |
| 3M | +74.5% | +27.7% | +46.8% | +48.7% |
| 6M | +67.7% | +40.8% | +26.8% | +32.3% |
| YTD | +179.2% | +66.4% | +112.8% | +95.6% |
| 1Y | +170.0% | +72.4% | +97.6% | +82.8% |
| 3Y | +66.4% | +50.7% | +15.7% | +14.2% |
| 5Y | +764.5% | +42.9% | +721.6% | +384.1% |
| All | +136.6% | +67.9% | +68.7% | +19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling