-5.1%
CNC vs PENG
+56.5%
-61.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.5% | +6.9% | +1.5% |
| 7D | +2.2% | +13.2% | -11.0% | +2.0% |
| 30D | +1.6% | -29.9% | +31.5% | +2.2% |
| 3M | +7.9% | -22.2% | +30.2% | +8.2% |
| 6M | +21.2% | -1.9% | +23.1% | +20.1% |
| YTD | +73.2% | +142.1% | -68.9% | +66.8% |
| 1Y | +97.5% | +151.5% | -54.0% | +90.0% |
| 3Y | -1.2% | +206.9% | -208.1% | -7.8% |
| All | -5.1% | +56.5% | -61.6% | -9.2% |
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