+65.0%
CNQ vs PENG
+98.5%
-33.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.2% | -5.8% | -0.6% |
| 7D | +0.1% | -1.2% | +1.3% | +0.1% |
| 30D | +6.2% | -12.9% | +19.1% | +6.4% |
| 3M | +12.4% | -20.5% | +32.8% | +12.5% |
| 6M | +9.0% | +176.8% | -167.8% | +10.0% |
| YTD | +52.2% | +161.6% | -109.3% | +53.8% |
| 1Y | +65.0% | +95.6% | -30.6% | +68.6% |
| All | +65.0% | +98.5% | -33.5% | +68.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling