-44.2%
CCL vs PENG
+661.7%
-705.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.3% | -5.1% | +1.5% |
| 7D | +3.1% | -3.8% | +6.8% | +2.4% |
| 30D | +17.5% | -40.1% | +57.6% | +32.2% |
| 3M | +6.8% | -21.8% | +28.6% | +9.5% |
| 6M | +18.7% | +3.3% | +15.4% | +3.3% |
| YTD | +3.0% | +133.6% | -130.6% | -33.1% |
| 1Y | +17.7% | +110.7% | -93.0% | -21.4% |
| 3Y | +155.6% | +204.3% | -48.7% | +38.8% |
| 5Y | +30.2% | +54.4% | -24.2% | -17.9% |
| All | -44.2% | +661.7% | -705.8% | -74.0% |
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 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