+34.6%
CP vs PENG
+120.5%
-85.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -9.1% | +12.6% | +3.7% |
| 7D | +5.6% | -20.5% | +26.0% | +6.2% |
| 30D | +10.0% | -20.4% | +30.4% | +10.4% |
| 3M | +4.4% | -16.4% | +20.8% | +4.2% |
| 6M | +14.1% | +49.2% | -35.2% | +3.3% |
| YTD | +29.1% | +147.2% | -118.1% | +7.1% |
| 1Y | +34.6% | +124.7% | -90.1% | +13.3% |
| All | +34.6% | +120.5% | -85.9% | +13.3% |
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