-33.8%
CCL vs PBF
+259.1%
-292.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.2% | -6.6% | -5.1% |
| 7D | -0.3% | +4.3% | -4.6% | -1.8% |
| 30D | +10.3% | -21.8% | +32.1% | +18.5% |
| 3M | +6.6% | +1.7% | +4.8% | +3.5% |
| 6M | +20.0% | +69.8% | -49.8% | -5.2% |
| YTD | -1.9% | +167.7% | -169.6% | -38.9% |
| 1Y | +10.4% | +89.0% | -78.5% | -22.1% |
| 3Y | +134.8% | +78.8% | +56.0% | +52.4% |
| 5Y | +34.0% | +415.4% | -381.4% | -52.8% |
| All | -33.8% | +259.1% | -292.9% | -81.2% |
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