+36.9%
CNI vs PENG
+108.0%
-71.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.3% | -6.7% | +2.3% |
| 7D | +0.3% | -3.8% | +4.1% | +0.3% |
| 30D | +8.0% | -40.1% | +48.1% | +9.4% |
| 3M | +1.0% | -21.8% | +22.8% | +1.0% |
| 6M | +15.2% | +3.3% | +11.9% | +9.4% |
| YTD | +30.9% | +133.6% | -102.7% | +10.7% |
| All | +36.9% | +108.0% | -71.1% | +17.5% |
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