-0.9%
CCL vs PBF
+265.5%
-266.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.0% |
| 7D | +3.1% | -13.8% | +16.9% | +7.4% |
| 30D | +13.7% | -19.6% | +33.3% | +20.3% |
| 3M | +3.8% | +10.3% | -6.4% | -1.5% |
| 6M | +9.3% | +63.4% | -54.2% | -10.8% |
| YTD | -1.1% | +152.6% | -153.7% | -34.3% |
| 1Y | +14.6% | +87.4% | -72.8% | -16.5% |
| 3Y | +146.4% | +63.3% | +83.1% | +72.2% |
| 5Y | +21.9% | +412.5% | -390.6% | -51.2% |
| 10Y | -29.4% | +282.5% | -311.9% | -76.9% |
| All | -0.9% | +265.5% | -266.4% | -69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling