+184.2%
CB vs PENG
+762.7%
-578.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.4% | -8.3% | -2.2% |
| 7D | +0.5% | +4.5% | -4.1% | +0.2% |
| 30D | -3.1% | -7.1% | +4.0% | -2.8% |
| 3M | +9.0% | -27.3% | +36.2% | +9.6% |
| 6M | +2.9% | +169.6% | -166.7% | -6.4% |
| YTD | +10.1% | +164.6% | -154.5% | +0.1% |
| 1Y | +22.8% | +109.5% | -86.7% | +13.2% |
| 3Y | +73.8% | +98.9% | -25.1% | +54.4% |
| 5Y | +99.2% | +116.3% | -17.1% | +70.8% |
| All | +184.2% | +762.7% | -578.5% | +121.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling