+31.6%
CCI vs PENG
+720.8%
-689.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.3% | -10.7% | -0.9% |
| 7D | -3.4% | +1.9% | -5.2% | -3.7% |
| 30D | +9.9% | -37.8% | +47.7% | +12.3% |
| 3M | +22.7% | -14.1% | +36.8% | +22.8% |
| 6M | +0.8% | +13.1% | -12.3% | -2.5% |
| YTD | +4.1% | +151.8% | -147.6% | -5.6% |
| 1Y | -0.6% | +136.0% | -136.6% | -9.5% |
| 3Y | +9.4% | +217.9% | -208.5% | -6.1% |
| 5Y | -36.8% | +64.1% | -100.9% | -44.6% |
| All | +31.6% | +720.8% | -689.2% | +9.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling