+2.9%
CCL vs PBF
+258.1%
-255.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.2% | +5.0% | +1.3% |
| 7D | +5.8% | -15.3% | +21.1% | +10.9% |
| 30D | +17.3% | -21.8% | +39.0% | +25.2% |
| 3M | +11.3% | -0.2% | +11.5% | +9.1% |
| 6M | +18.5% | +63.6% | -45.1% | -3.4% |
| YTD | +2.8% | +147.5% | -144.7% | -31.4% |
| 1Y | +16.7% | +69.8% | -53.1% | -12.0% |
| 3Y | +146.0% | +65.3% | +80.7% | +70.9% |
| 5Y | +33.6% | +393.4% | -359.7% | -45.8% |
| 10Y | -29.4% | +240.3% | -269.7% | -76.5% |
| All | +2.9% | +258.1% | -255.1% | -68.1% |
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 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