-36.8%
CCI vs PBF
+420.6%
-457.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.8% | -6.1% | -0.4% |
| 7D | -3.4% | -4.0% | +0.6% | -3.3% |
| 30D | +9.9% | -18.0% | +27.9% | +10.2% |
| 3M | +22.7% | +0.9% | +21.8% | +22.3% |
| 6M | +0.8% | +65.7% | -64.9% | -0.9% |
| YTD | +4.1% | +161.9% | -157.7% | +0.4% |
| 1Y | -0.6% | +77.8% | -78.4% | -2.9% |
| 3Y | +9.4% | +74.9% | -65.4% | +6.1% |
| 5Y | -36.8% | +423.4% | -460.2% | -41.7% |
| All | -36.8% | +420.6% | -457.4% | -41.7% |
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