+21.9%
CCL vs PENG
+120.5%
-98.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -9.1% | +16.4% | +8.1% |
| 7D | +11.6% | -20.5% | +32.1% | +14.0% |
| 30D | +22.5% | -20.4% | +42.9% | +24.5% |
| 3M | +6.4% | -16.4% | +22.8% | +7.1% |
| 6M | +23.4% | +49.2% | -25.8% | +1.7% |
| YTD | +4.2% | +147.2% | -143.0% | -27.7% |
| 1Y | +21.9% | +124.7% | -102.8% | -14.8% |
| All | +21.9% | +120.5% | -98.6% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling