-17.7%
CCI vs PBF
+167.4%
-185.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.5% | -1.7% |
| 7D | -4.4% | +2.3% | -6.7% | -4.3% |
| 30D | +0.3% | +11.6% | -11.2% | +0.6% |
| 3M | -20.0% | +81.7% | -101.7% | -18.9% |
| 6M | -14.5% | +96.4% | -111.0% | -13.6% |
| YTD | -14.9% | +189.5% | -204.3% | -14.4% |
| 1Y | -17.7% | +180.7% | -198.4% | -15.0% |
| All | -17.7% | +167.4% | -185.0% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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