+30.2%
CCL vs PENG
+56.2%
-26.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +32.7% |
| 3M | +6.8% | -21.8% | +28.6% | +9.5% |
| 6M | +18.7% | +3.3% | +15.4% | +0.5% |
| YTD | +3.0% | +133.6% | -130.6% | -38.5% |
| 1Y | +17.7% | +110.7% | -93.0% | -27.4% |
| 3Y | +155.6% | +204.3% | -48.7% | +15.6% |
| 5Y | +30.2% | +54.4% | -24.2% | -31.5% |
| All | +30.2% | +56.2% | -26.0% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling