+87.5%
CNP vs PENG
+762.7%
-675.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.4% | -7.2% | -1.2% |
| 7D | +1.1% | +4.5% | -3.4% | +0.8% |
| 30D | -1.8% | -7.1% | +5.3% | -1.5% |
| 3M | -4.6% | -27.3% | +22.6% | -3.7% |
| 6M | -8.8% | +169.6% | -178.4% | -18.2% |
| YTD | +5.2% | +164.6% | -159.4% | -5.6% |
| 1Y | +8.3% | +109.5% | -101.2% | -1.3% |
| 3Y | +54.9% | +98.9% | -44.0% | +35.4% |
| 5Y | +73.5% | +116.3% | -42.8% | +45.6% |
| All | +87.5% | +762.7% | -675.1% | +40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling