-25.3%
CCL vs PBF
+172.9%
-198.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.3% | -4.6% | -0.7% |
| 7D | -0.1% | +2.4% | -2.5% | +0.3% |
| 30D | -20.0% | +24.9% | -44.8% | -16.2% |
| 3M | -13.7% | +81.9% | -95.5% | -1.2% |
| 6M | -9.0% | +79.4% | -88.4% | +4.5% |
| YTD | -22.8% | +188.3% | -211.1% | -12.5% |
| All | -25.3% | +172.9% | -198.3% | -15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling