-53.0%
CPNG vs PENG
+106.3%
-159.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.3% | -3.1% |
| 7D | -6.3% | +7.8% | -14.1% | -7.0% |
| 30D | -8.7% | -12.2% | +3.5% | -7.8% |
| 3M | -2.4% | -20.6% | +18.2% | -2.4% |
| 6M | -22.3% | +180.9% | -203.3% | -32.8% |
| YTD | -37.2% | +162.3% | -199.5% | -45.7% |
| 1Y | -53.0% | +107.3% | -160.3% | -58.6% |
| All | -53.0% | +106.3% | -159.3% | -58.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling