+145.2%
CCL vs PENG
+153.0%
-7.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -23.0% | +17.5% | -1.1% |
| 7D | +2.6% | -36.7% | +39.3% | +10.8% |
| 30D | +11.3% | -42.0% | +53.4% | +21.3% |
| 3M | +0.3% | -33.2% | +33.5% | +5.4% |
| 6M | +16.1% | +2.1% | +14.0% | +0.8% |
| YTD | -1.6% | +90.3% | -91.8% | -30.8% |
| 1Y | +11.8% | +67.7% | -55.9% | -18.7% |
| All | +145.2% | +153.0% | -7.8% | +16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling