+61.1%
CNP vs PENG
+184.4%
-123.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +12.4% | -10.7% | +1.8% |
| 7D | -4.2% | -19.4% | +15.3% | -4.3% |
| 30D | +5.5% | -42.4% | +47.9% | +5.1% |
| 3M | +0.6% | -25.6% | +26.2% | +0.4% |
| 6M | -2.8% | +7.3% | -10.1% | -2.9% |
| YTD | +7.9% | +113.9% | -106.0% | +7.7% |
| 1Y | +6.7% | +93.6% | -86.9% | +6.5% |
| 3Y | +61.1% | +170.2% | -109.1% | +51.5% |
| All | +61.1% | +184.4% | -123.2% | +51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling