+92.2%
CNP vs PENG
+597.2%
-505.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +12.4% | -10.7% | +0.9% |
| 7D | -4.2% | -19.4% | +15.3% | -3.1% |
| 30D | +5.5% | -42.4% | +47.9% | +8.9% |
| 3M | +0.6% | -25.6% | +26.2% | +1.6% |
| 6M | -2.8% | +7.3% | -10.1% | -6.4% |
| YTD | +7.9% | +113.9% | -106.0% | -2.7% |
| 1Y | +6.7% | +93.6% | -86.9% | -3.1% |
| 3Y | +61.1% | +170.2% | -109.1% | +36.3% |
| 5Y | +73.0% | +44.2% | +28.8% | +50.0% |
| All | +92.2% | +597.2% | -505.0% | +45.2% |
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