+16.7%
CCL vs PENG
+103.2%
-86.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | 0.0% |
| 7D | +5.8% | -16.1% | +21.9% | +7.2% |
| 30D | +17.3% | -41.5% | +58.7% | +23.2% |
| 3M | +11.3% | -19.1% | +30.4% | +12.1% |
| 6M | +18.5% | +0.9% | +17.5% | +7.6% |
| YTD | +2.8% | +128.2% | -125.4% | -27.9% |
| 1Y | +16.7% | +98.6% | -81.8% | -17.3% |
| All | +16.7% | +103.2% | -86.4% | -17.3% |
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