+222.8%
CP vs PENG
+661.7%
-438.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.3% | -7.2% | +0.9% |
| 7D | +2.8% | -3.8% | +6.6% | +2.5% |
| 30D | +11.3% | -40.1% | +51.4% | +17.2% |
| 3M | +2.9% | -21.8% | +24.6% | +3.8% |
| 6M | +9.8% | +3.3% | +6.4% | +3.2% |
| YTD | +28.5% | +133.6% | -105.1% | +5.8% |
| 1Y | +33.5% | +110.7% | -77.2% | +11.4% |
| 3Y | +31.9% | +204.3% | -172.3% | -0.4% |
| 5Y | +25.5% | +54.4% | -28.9% | -0.8% |
| All | +222.8% | +661.7% | -438.9% | +116.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling