+5.6%
CNP vs PENG
+120.3%
-114.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.3% | -10.9% | -0.5% |
| 7D | -0.1% | +1.9% | -2.0% | -0.1% |
| 30D | +5.0% | -37.8% | +42.8% | +4.1% |
| 3M | +2.7% | -14.1% | +16.7% | +2.4% |
| 6M | -1.9% | +13.1% | -15.0% | -1.3% |
| YTD | +8.8% | +151.8% | -143.0% | +10.2% |
| 1Y | +5.6% | +136.0% | -130.3% | +6.7% |
| All | +5.6% | +120.3% | -114.6% | +6.7% |
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