-20.6%
CPB vs PENG
+108.0%
-128.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.3% | -10.4% | -0.2% |
| 7D | +3.3% | -3.8% | +7.0% | +3.4% |
| 30D | +19.0% | -40.1% | +59.1% | +15.0% |
| 3M | +0.4% | -21.8% | +22.2% | -0.5% |
| 6M | +13.0% | +3.3% | +9.6% | +12.1% |
| YTD | -12.7% | +133.6% | -146.4% | -11.4% |
| All | -20.6% | +108.0% | -128.6% | -21.0% |
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 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