+74.7%
CNP vs PENG
+66.2%
+8.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.2% |
| 7D | +2.5% | +34.6% | -32.2% | +1.8% |
| 30D | +4.0% | -35.9% | +40.0% | +4.7% |
| 3M | +1.6% | -14.7% | +16.3% | +1.6% |
| 6M | -1.7% | +13.5% | -15.2% | -3.2% |
| YTD | +8.6% | +156.1% | -147.5% | +3.7% |
| 1Y | +5.8% | +141.3% | -135.5% | +1.1% |
| 3Y | +63.0% | +223.4% | -160.4% | +49.4% |
| 5Y | +74.7% | +67.4% | +7.3% | +59.6% |
| All | +74.7% | +66.2% | +8.5% | +59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling