-57.6%
CCL vs PENG
+762.7%
-820.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.4% | -6.3% | -1.8% |
| 7D | -5.0% | +4.5% | -9.6% | -6.4% |
| 30D | -20.3% | -7.1% | -13.2% | -19.0% |
| 3M | -15.1% | -27.3% | +12.1% | -12.2% |
| 6M | -15.1% | +169.6% | -184.7% | -44.4% |
| YTD | -21.8% | +164.6% | -186.4% | -48.9% |
| 1Y | -24.8% | +109.5% | -134.3% | -47.7% |
| 3Y | +51.9% | +98.9% | -47.1% | -5.5% |
| 5Y | +4.0% | +116.3% | -112.2% | -38.3% |
| All | -57.6% | +762.7% | -820.3% | -80.1% |
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