-50.7%
CCI vs PENG
+115.2%
-165.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.4% | -8.3% | -2.0% |
| 7D | -0.4% | +4.5% | -5.0% | -0.5% |
| 30D | +2.7% | -7.1% | +9.8% | +2.9% |
| 3M | -18.2% | -27.3% | +9.1% | -17.7% |
| 6M | -14.8% | +169.6% | -184.4% | -21.8% |
| YTD | -12.6% | +164.6% | -177.2% | -19.8% |
| 1Y | -16.7% | +109.5% | -126.2% | -22.8% |
| 3Y | -10.5% | +98.9% | -109.4% | -19.9% |
| All | -50.7% | +115.2% | -165.9% | -57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling