+71.8%
CB vs PENG
+184.4%
-112.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +12.4% | -14.2% | -1.2% |
| 7D | +0.2% | -19.4% | +19.7% | -0.5% |
| 30D | +9.1% | -42.4% | +51.4% | +6.9% |
| 3M | +3.4% | -25.6% | +29.1% | +2.7% |
| 6M | +14.1% | +7.3% | +6.8% | +14.4% |
| YTD | +18.0% | +113.9% | -95.8% | +19.4% |
| 1Y | +30.1% | +93.6% | -63.4% | +31.5% |
| 3Y | +71.8% | +170.2% | -98.4% | +77.4% |
| All | +71.8% | +184.4% | -112.6% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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