-50.1%
CCI vs PBF
+785.3%
-835.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.5% | -1.8% |
| 7D | -4.4% | +2.3% | -6.7% | -4.4% |
| 30D | +0.3% | +11.6% | -11.2% | +0.1% |
| 3M | -20.0% | +81.7% | -101.7% | -21.1% |
| 6M | -14.5% | +96.4% | -111.0% | -16.1% |
| YTD | -14.9% | +189.5% | -204.3% | -17.6% |
| 1Y | -17.7% | +180.7% | -198.4% | -20.4% |
| 3Y | -12.4% | +56.6% | -69.0% | -13.9% |
| 5Y | -50.1% | +802.0% | -852.1% | -53.2% |
| All | -50.1% | +785.3% | -835.5% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling