+72.8%
CNC vs PENG
+755.0%
-682.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -3.6% |
| 7D | -1.0% | +7.8% | -8.8% | -1.7% |
| 30D | -1.8% | -12.2% | +10.4% | -0.8% |
| 3M | -0.7% | -20.6% | +19.9% | -0.1% |
| 6M | +47.9% | +180.9% | -133.0% | +29.4% |
| YTD | +56.9% | +162.3% | -105.3% | +37.8% |
| 1Y | +123.9% | +107.3% | +16.7% | +100.3% |
| 3Y | -1.3% | +110.8% | -112.0% | -16.8% |
| 5Y | +2.8% | +117.8% | -115.1% | -17.2% |
| All | +72.8% | +755.0% | -682.2% | +4.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling