+92.9%
CNP vs PENG
+661.7%
-568.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.3% | -8.9% | -0.3% |
| 7D | -4.3% | -3.8% | -0.5% | -4.4% |
| 30D | +5.7% | -40.1% | +45.8% | +8.8% |
| 3M | +0.9% | -21.8% | +22.7% | +1.6% |
| 6M | -1.1% | +3.3% | -4.4% | -4.2% |
| YTD | +8.3% | +133.6% | -125.4% | -3.0% |
| 1Y | +5.9% | +110.7% | -104.8% | -4.4% |
| 3Y | +64.6% | +204.3% | -139.6% | +37.9% |
| 5Y | +74.6% | +54.4% | +20.2% | +50.8% |
| All | +92.9% | +661.7% | -568.8% | +44.8% |
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