+113.8%
CCI vs PBF
+287.3%
-173.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.6% |
| 7D | -1.4% | +4.3% | -5.7% | -1.6% |
| 30D | +12.7% | -21.8% | +34.5% | +14.1% |
| 3M | +23.0% | +1.7% | +21.3% | +22.4% |
| 6M | +0.6% | +69.8% | -69.2% | -3.3% |
| YTD | +4.9% | +167.7% | -162.9% | -2.7% |
| 1Y | +0.7% | +89.0% | -88.3% | -4.6% |
| 3Y | +10.2% | +78.8% | -68.6% | +3.0% |
| 5Y | -36.4% | +415.4% | -451.9% | -46.4% |
| 10Y | +66.6% | +263.1% | -196.5% | +26.7% |
| All | +113.8% | +287.3% | -173.5% | +51.1% |
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