+8.3%
CNP vs PENG
+120.5%
-112.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -9.1% | +5.6% | -3.7% |
| 7D | -1.3% | -20.5% | +19.2% | -1.8% |
| 30D | +8.7% | -20.4% | +29.1% | +8.3% |
| 3M | -0.7% | -16.4% | +15.7% | -0.9% |
| 6M | -4.2% | +49.2% | -53.4% | -3.0% |
| YTD | +8.9% | +147.2% | -138.3% | +10.6% |
| 1Y | +8.3% | +124.7% | -116.3% | +9.7% |
| All | +8.3% | +120.5% | -112.1% | +9.7% |
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 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