-5.9%
CNC vs PENG
+42.1%
-48.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +12.4% | -18.4% | -6.2% |
| 7D | +1.9% | -19.4% | +21.3% | +2.2% |
| 30D | +7.3% | -42.4% | +49.7% | +8.3% |
| 3M | +8.6% | -25.6% | +34.3% | +8.9% |
| 6M | +26.0% | +7.3% | +18.8% | +24.4% |
| YTD | +69.5% | +113.9% | -44.4% | +63.5% |
| 1Y | +88.0% | +93.6% | -5.6% | +81.6% |
| 3Y | -2.9% | +170.2% | -173.1% | -9.2% |
| All | -5.9% | +42.1% | -48.0% | -10.4% |
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