-34.7%
CPB vs PENG
+184.4%
-219.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +12.4% | -13.7% | -0.5% |
| 7D | +8.0% | -19.4% | +27.4% | +6.9% |
| 30D | +22.4% | -42.4% | +64.8% | +19.3% |
| 3M | +3.8% | -25.6% | +29.5% | +2.8% |
| 6M | +13.7% | +7.3% | +6.4% | +13.6% |
| YTD | -11.7% | +113.9% | -125.6% | -10.5% |
| 1Y | -18.1% | +93.6% | -111.7% | -17.1% |
| 3Y | -34.7% | +170.2% | -205.0% | -30.6% |
| All | -34.7% | +184.4% | -219.1% | -30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling