+33.9%
CCL vs PENG
+56.5%
-22.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | +1.2% |
| 7D | -1.2% | +13.2% | -14.4% | -4.9% |
| 30D | +13.1% | -29.9% | +43.1% | +21.9% |
| 3M | +3.4% | -22.2% | +25.6% | +6.0% |
| 6M | +18.7% | -1.9% | +20.6% | +2.8% |
| YTD | -2.3% | +142.1% | -144.4% | -42.5% |
| 1Y | +14.2% | +151.5% | -137.3% | -34.2% |
| 3Y | +133.6% | +206.9% | -73.4% | +5.4% |
| All | +33.9% | +56.5% | -22.7% | -31.9% |
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