-41.7%
CCL vs PBF
+351.3%
-393.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.8% | -2.0% |
| 7D | -4.4% | +1.4% | -5.7% | -4.8% |
| 30D | -18.2% | +15.8% | -34.0% | -22.4% |
| 3M | -17.7% | +90.3% | -108.0% | -35.7% |
| 6M | -13.0% | +102.8% | -115.8% | -36.4% |
| YTD | -24.5% | +187.3% | -211.8% | -52.8% |
| 1Y | -26.9% | +161.8% | -188.8% | -54.0% |
| 3Y | +50.8% | +55.5% | -4.7% | +6.1% |
| 5Y | -0.9% | +801.9% | -802.8% | -72.1% |
| 10Y | -41.7% | +362.2% | -403.9% | -83.5% |
| All | -41.7% | +351.3% | -393.0% | -83.5% |
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