+34.3%
CCI vs PENG
+689.3%
-655.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.5% | +6.7% | +1.6% |
| 7D | +2.5% | +13.2% | -10.7% | +1.8% |
| 30D | +14.4% | -29.9% | +44.4% | +16.1% |
| 3M | +21.7% | -22.2% | +43.9% | +22.5% |
| 6M | +4.0% | -1.9% | +5.9% | +1.6% |
| YTD | +6.2% | +142.1% | -135.9% | -3.5% |
| 1Y | +5.4% | +151.5% | -146.1% | -4.5% |
| 3Y | +11.7% | +206.9% | -195.2% | -4.0% |
| 5Y | -35.6% | +58.2% | -93.9% | -43.4% |
| All | +34.3% | +689.3% | -655.1% | +12.3% |
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