-36.9%
CCI vs PENG
+42.1%
-79.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +12.4% | -15.0% | -3.0% |
| 7D | -0.1% | -19.4% | +19.3% | +0.5% |
| 30D | +28.4% | -42.4% | +70.8% | +30.6% |
| 3M | +20.0% | -25.6% | +45.6% | +20.8% |
| 6M | +0.8% | +7.3% | -6.5% | -2.3% |
| YTD | +3.6% | +113.9% | -110.2% | -4.7% |
| 1Y | +6.1% | +93.6% | -87.5% | -1.9% |
| 3Y | +7.2% | +170.2% | -163.0% | -8.9% |
| All | -36.9% | +42.1% | -79.0% | -43.2% |
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