-39.3%
CPB vs PENG
+115.2%
-154.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.4% | -9.8% | -3.1% |
| 7D | -8.6% | +4.5% | -13.1% | -8.4% |
| 30D | -7.2% | -7.1% | -0.1% | -7.4% |
| 3M | +0.9% | -27.3% | +28.2% | +0.5% |
| 6M | -11.8% | +169.6% | -181.4% | -8.6% |
| YTD | -19.4% | +164.6% | -184.0% | -16.5% |
| 1Y | -30.4% | +109.5% | -139.9% | -28.2% |
| 3Y | -40.2% | +98.9% | -139.1% | -37.4% |
| All | -39.3% | +115.2% | -154.5% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling