+58.4%
CNP vs PENG
+153.0%
-94.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -23.0% | +20.4% | -2.7% |
| 7D | -5.3% | -36.7% | +31.4% | -5.6% |
| 30D | +3.7% | -42.0% | +45.7% | +3.3% |
| 3M | -1.1% | -33.2% | +32.1% | -1.2% |
| 6M | -7.1% | +2.1% | -9.2% | -7.2% |
| YTD | +6.0% | +90.3% | -84.3% | +5.8% |
| 1Y | +5.2% | +67.7% | -62.5% | +5.0% |
| All | +58.4% | +153.0% | -94.6% | +48.8% |
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 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