+169.4%
CCJ vs PBF
+55.5%
+113.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | +4.2% | +1.4% | +2.8% | +4.1% |
| 30D | +3.2% | +15.8% | -12.7% | +1.7% |
| 3M | -1.8% | +90.3% | -92.1% | -8.3% |
| 6M | -13.5% | +102.8% | -116.4% | -21.3% |
| YTD | +9.7% | +187.3% | -177.6% | -6.7% |
| 1Y | +30.0% | +161.8% | -131.8% | +11.0% |
| All | +169.4% | +55.5% | +113.9% | +162.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling