-34.0%
CCL vs PBF
+260.7%
-294.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.8% | -0.5% |
| 7D | -1.2% | +6.5% | -7.6% | -3.3% |
| 30D | +13.1% | -20.0% | +33.1% | +20.6% |
| 3M | +3.4% | -3.3% | +6.7% | +2.2% |
| 6M | +18.7% | +76.8% | -58.1% | -7.5% |
| YTD | -2.3% | +168.9% | -171.2% | -39.2% |
| 1Y | +14.2% | +96.4% | -82.2% | -20.6% |
| 3Y | +133.6% | +77.2% | +56.4% | +52.2% |
| 5Y | +33.5% | +417.7% | -384.2% | -53.0% |
| All | -34.0% | +260.7% | -294.8% | -81.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling