-46.7%
CCL vs PENG
+520.3%
-567.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -23.0% | +17.5% | +1.0% |
| 7D | +2.6% | -36.7% | +39.3% | +14.7% |
| 30D | +11.3% | -42.0% | +53.4% | +26.0% |
| 3M | +0.3% | -33.2% | +33.5% | +7.7% |
| 6M | +16.1% | +2.1% | +14.0% | +0.4% |
| YTD | -1.6% | +90.3% | -91.8% | -32.0% |
| 1Y | +11.8% | +67.7% | -55.9% | -20.0% |
| 3Y | +139.6% | +154.2% | -14.7% | +37.0% |
| 5Y | +21.3% | +28.3% | -7.0% | -19.2% |
| All | -46.7% | +520.3% | -567.0% | -73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling