+78.2%
CCI vs PBF
+303.9%
-225.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.5% | -1.8% |
| 7D | -0.4% | +4.3% | -4.7% | -0.7% |
| 30D | +2.7% | +22.0% | -19.3% | +1.4% |
| 3M | -18.2% | +74.5% | -92.7% | -21.2% |
| 6M | -14.8% | +67.7% | -82.5% | -18.0% |
| YTD | -12.6% | +179.2% | -191.8% | -18.8% |
| 1Y | -16.7% | +170.0% | -186.7% | -22.8% |
| 3Y | -10.5% | +66.4% | -76.9% | -15.7% |
| 5Y | -51.4% | +764.5% | -815.9% | -60.6% |
| 10Y | +20.0% | +358.5% | -338.5% | -10.1% |
| All | +78.2% | +303.9% | -225.7% | +26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling