+31.1%
CNI vs PENG
+106.3%
-75.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | +2.5% | +7.8% | -5.3% | +2.2% |
| 30D | -2.5% | -12.2% | +9.7% | -2.1% |
| 3M | +2.7% | -20.6% | +23.3% | +2.9% |
| 6M | +16.9% | +180.9% | -164.0% | +1.5% |
| YTD | +26.3% | +162.3% | -135.9% | +10.5% |
| 1Y | +31.1% | +107.3% | -76.2% | +15.5% |
| All | +31.1% | +106.3% | -75.2% | +15.5% |
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 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