+56.1%
CCL vs PBF
+64.9%
-8.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | -5.0% | +4.3% | -9.3% | -5.2% |
| 30D | -20.3% | +22.0% | -42.3% | -21.0% |
| 3M | -15.1% | +74.5% | -89.6% | -17.7% |
| 6M | -15.1% | +67.7% | -82.8% | -18.4% |
| YTD | -21.8% | +179.2% | -201.0% | -32.1% |
| 1Y | -24.8% | +170.0% | -194.8% | -35.2% |
| All | +56.1% | +64.9% | -8.7% | +27.1% |
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