+98.8%
CNI vs PENG
+689.3%
-590.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +5.0% | +0.1% |
| 7D | +2.5% | +13.2% | -10.7% | +1.2% |
| 30D | +6.1% | -29.9% | +36.0% | +9.0% |
| 3M | +0.1% | -22.2% | +22.4% | +1.0% |
| 6M | +14.9% | -1.9% | +16.8% | +10.2% |
| YTD | +30.9% | +142.1% | -111.2% | +11.6% |
| 1Y | +33.9% | +151.5% | -117.6% | +13.6% |
| 3Y | +20.2% | +206.9% | -186.7% | -4.2% |
| 5Y | +8.2% | +58.2% | -50.1% | -10.9% |
| All | +98.8% | +689.3% | -590.5% | +43.7% |
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