-23.8%
CPB vs PENG
+132.5%
-156.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.3% | -11.6% | -0.2% |
| 7D | -4.1% | +1.9% | -5.9% | -3.4% |
| 30D | +16.9% | -37.8% | +54.7% | +13.7% |
| 3M | -0.6% | -14.1% | +13.5% | -0.5% |
| 6M | +11.4% | +13.1% | -1.7% | +10.8% |
| YTD | -14.8% | +151.8% | -166.6% | -14.5% |
| All | -23.8% | +132.5% | -156.4% | -23.9% |
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