+224.1%
CP vs PENG
+705.8%
-481.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -9.1% | +12.6% | +4.6% |
| 7D | +5.6% | -20.5% | +26.0% | +8.2% |
| 30D | +10.0% | -20.4% | +30.4% | +12.0% |
| 3M | +4.4% | -16.4% | +20.8% | +5.0% |
| 6M | +14.1% | +49.2% | -35.2% | +2.0% |
| YTD | +29.1% | +147.2% | -118.1% | +6.1% |
| 1Y | +34.6% | +124.7% | -90.1% | +12.0% |
| 3Y | +29.8% | +230.3% | -200.5% | -2.6% |
| 5Y | +28.7% | +71.4% | -42.7% | +0.9% |
| All | +224.1% | +705.8% | -481.8% | +116.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling