+33.0%
CP vs PENG
+103.2%
-70.2%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.1% | -0.2% |
| 7D | +2.8% | -16.1% | +18.9% | +3.2% |
| 30D | +11.0% | -41.5% | +52.5% | +12.8% |
| 3M | +3.8% | -19.1% | +23.0% | +3.6% |
| 6M | +9.5% | +0.9% | +8.6% | +3.8% |
| YTD | +28.2% | +128.2% | -100.0% | +6.7% |
| 1Y | +33.0% | +98.6% | -65.6% | +13.1% |
| All | +33.0% | +103.2% | -70.2% | +13.1% |
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