+72.0%
CNH vs PENG
+762.7%
-690.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.4% | -2.4% | +2.8% |
| 7D | +23.3% | +4.5% | +18.7% | +22.2% |
| 30D | +33.5% | -7.1% | +40.6% | +34.8% |
| 3M | +32.7% | -27.3% | +60.0% | +36.3% |
| 6M | +22.2% | +169.6% | -147.4% | -4.7% |
| YTD | +57.7% | +164.6% | -106.9% | +22.9% |
| 1Y | +28.0% | +109.5% | -81.5% | +3.5% |
| 3Y | +11.5% | +98.9% | -87.4% | -16.3% |
| 5Y | +11.9% | +116.3% | -104.4% | -20.6% |
| All | +72.0% | +762.7% | -690.7% | +4.5% |
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