+37.0%
CNI vs PENG
+120.5%
-83.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -9.1% | +11.2% | +2.3% |
| 7D | +3.7% | -20.5% | +24.2% | +4.3% |
| 30D | +8.1% | -20.4% | +28.4% | +8.4% |
| 3M | +1.9% | -16.4% | +18.3% | +1.7% |
| 6M | +19.2% | +49.2% | -30.0% | +8.5% |
| YTD | +32.7% | +147.2% | -114.5% | +12.1% |
| 1Y | +37.0% | +124.7% | -87.7% | +16.8% |
| All | +37.0% | +120.5% | -83.5% | +16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling