-31.6%
CPB vs PENG
+42.1%
-73.7%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +12.4% | -13.7% | -0.6% |
| 7D | +8.0% | -19.4% | +27.4% | +7.0% |
| 30D | +22.4% | -42.4% | +64.8% | +19.6% |
| 3M | +2.5% | -25.6% | +28.2% | +1.7% |
| 6M | +12.2% | +7.3% | +4.9% | +13.1% |
| YTD | -12.8% | +113.9% | -126.7% | -10.1% |
| 1Y | -19.2% | +93.6% | -112.7% | -16.8% |
| 3Y | -35.6% | +170.2% | -205.8% | -32.0% |
| All | -31.6% | +42.1% | -73.7% | -28.2% |
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