+288.1%
CNQ vs PENG
+100.5%
+187.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.8% | +3.7% | -0.6% |
| 7D | -0.7% | 0.0% | -0.6% | -0.7% |
| 30D | +6.7% | -15.2% | +21.9% | +8.2% |
| 3M | +12.8% | -16.9% | +29.7% | +12.9% |
| 6M | +13.3% | +161.5% | -148.2% | -2.0% |
| YTD | +53.1% | +148.6% | -95.5% | +32.7% |
| 1Y | +66.1% | +89.6% | -23.6% | +48.3% |
| 3Y | +75.4% | +99.8% | -24.3% | +46.8% |
| 5Y | +288.1% | +100.9% | +187.2% | +219.8% |
| All | +288.1% | +100.5% | +187.6% | +219.8% |
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 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