+224.7%
CP vs PENG
+735.0%
-510.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.7% |
| 7D | +0.9% | +34.6% | -33.7% | -2.9% |
| 30D | +10.3% | -35.9% | +46.3% | +15.1% |
| 3M | +2.3% | -14.7% | +17.0% | +2.1% |
| 6M | +10.7% | +13.5% | -2.8% | +2.8% |
| YTD | +29.3% | +156.1% | -126.8% | +5.2% |
| 1Y | +31.5% | +141.3% | -109.9% | +7.7% |
| 3Y | +36.7% | +223.4% | -186.7% | +2.5% |
| 5Y | +26.8% | +67.4% | -40.6% | -0.8% |
| All | +224.7% | +735.0% | -510.3% | +115.0% |
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 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