+0.6%
CCI vs PBF
+67.5%
-66.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.9% |
| 7D | -1.4% | +4.3% | -5.7% | -1.0% |
| 30D | +12.7% | -21.8% | +34.5% | +10.9% |
| 3M | +23.0% | +1.7% | +21.3% | +21.3% |
| 6M | +0.6% | +69.8% | -69.2% | -3.8% |
| All | +0.6% | +67.5% | -66.9% | -3.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling