+34.4%
CCI vs PENG
+520.3%
-485.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -23.0% | +21.7% | -0.1% |
| 7D | +2.4% | -36.7% | +39.1% | +4.6% |
| 30D | +33.2% | -42.0% | +75.2% | +36.6% |
| 3M | +25.0% | -33.2% | +58.2% | +26.9% |
| 6M | +4.8% | +2.1% | +2.7% | +1.5% |
| YTD | +6.4% | +90.3% | -83.9% | -2.0% |
| 1Y | +6.5% | +67.7% | -61.2% | -1.1% |
| 3Y | +8.6% | +154.2% | -145.6% | -5.8% |
| 5Y | -35.3% | +28.3% | -63.6% | -42.5% |
| All | +34.4% | +520.3% | -485.9% | +14.0% |
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