-33.3%
CPB vs PENG
+56.5%
-89.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.5% | +8.6% | +2.8% |
| 7D | -1.6% | +13.2% | -14.8% | -0.8% |
| 30D | +19.2% | -29.9% | +49.1% | +17.8% |
| 3M | -0.9% | -22.2% | +21.3% | -1.3% |
| 6M | +15.2% | -1.9% | +17.1% | +16.3% |
| YTD | -13.1% | +142.1% | -155.2% | -9.7% |
| 1Y | -22.4% | +151.5% | -173.9% | -19.2% |
| 3Y | -35.3% | +206.9% | -242.2% | -31.2% |
| All | -33.3% | +56.5% | -89.8% | -29.5% |
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