-44.0%
CPB vs PENG
+520.3%
-564.4%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -23.0% | +23.8% | 0.0% |
| 7D | +11.6% | -36.7% | +48.3% | +10.3% |
| 30D | +23.3% | -42.0% | +65.3% | +21.8% |
| 3M | +1.6% | -33.2% | +34.9% | +0.9% |
| 6M | +13.9% | +2.1% | +11.8% | +13.9% |
| YTD | -11.7% | +90.3% | -102.0% | -11.0% |
| 1Y | -18.2% | +67.7% | -85.9% | -17.7% |
| 3Y | -35.2% | +154.2% | -189.4% | -34.2% |
| 5Y | -30.5% | +28.3% | -58.8% | -29.8% |
| All | -44.0% | +520.3% | -564.4% | -41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling