-46.4%
CCL vs PENG
+597.2%
-643.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +12.4% | -11.9% | -3.0% |
| 7D | +3.1% | -19.4% | +22.6% | +7.6% |
| 30D | +13.7% | -42.4% | +56.1% | +29.3% |
| 3M | +3.8% | -25.6% | +29.5% | +7.9% |
| 6M | +9.3% | +7.3% | +2.0% | -6.9% |
| YTD | -1.1% | +113.9% | -114.9% | -34.1% |
| 1Y | +14.6% | +93.6% | -79.0% | -21.6% |
| 3Y | +146.4% | +170.2% | -23.8% | +38.7% |
| 5Y | +21.9% | +44.2% | -22.3% | -21.7% |
| All | -46.4% | +597.2% | -643.6% | -74.4% |
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