+88.9%
CNP vs PENG
+520.3%
-431.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -23.0% | +20.4% | -1.0% |
| 7D | -5.3% | -36.7% | +31.4% | -2.6% |
| 30D | +3.7% | -42.0% | +45.7% | +6.9% |
| 3M | -1.1% | -33.2% | +32.1% | +0.7% |
| 6M | -7.1% | +2.1% | -9.2% | -10.3% |
| YTD | +6.0% | +90.3% | -84.3% | -3.6% |
| 1Y | +5.2% | +67.7% | -62.5% | -3.4% |
| 3Y | +57.5% | +154.2% | -96.7% | +33.5% |
| 5Y | +70.0% | +28.3% | +41.7% | +48.7% |
| All | +88.9% | +520.3% | -431.4% | +44.0% |
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