-32.3%
CPB vs PENG
+56.2%
-88.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.3% | -10.4% | -0.6% |
| 7D | +3.3% | -3.8% | +7.0% | +3.4% |
| 30D | +19.0% | -40.1% | +59.1% | +16.6% |
| 3M | +0.4% | -21.8% | +22.2% | 0.0% |
| 6M | +13.0% | +3.3% | +9.6% | +14.1% |
| YTD | -12.7% | +133.6% | -146.4% | -9.5% |
| 1Y | -20.9% | +110.7% | -131.6% | -18.1% |
| 3Y | -35.4% | +204.3% | -239.7% | -31.4% |
| 5Y | -32.3% | +54.4% | -86.6% | -28.7% |
| All | -32.3% | +56.2% | -88.5% | -28.7% |
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