+3.5%
CCL vs PBF
+735.5%
-732.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.3% | -4.6% | -1.7% |
| 7D | -0.1% | +2.4% | -2.5% | -0.5% |
| 30D | -20.0% | +24.9% | -44.8% | -22.5% |
| 3M | -13.7% | +81.9% | -95.5% | -21.5% |
| 6M | -9.0% | +79.4% | -88.4% | -18.9% |
| YTD | -22.8% | +188.3% | -211.1% | -38.5% |
| 1Y | -25.3% | +177.3% | -202.6% | -40.9% |
| 3Y | +54.1% | +56.0% | -1.9% | +29.6% |
| 5Y | +3.5% | +804.0% | -800.5% | -49.5% |
| All | +3.5% | +735.5% | -732.0% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling