-46.0%
CPNG vs PENG
+42.1%
-88.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +12.4% | -13.2% | -2.9% |
| 7D | +13.4% | -19.4% | +32.8% | +16.4% |
| 30D | +10.0% | -42.4% | +52.4% | +19.1% |
| 3M | -0.4% | -25.6% | +25.3% | +1.9% |
| 6M | -8.9% | +7.3% | -16.2% | -16.8% |
| YTD | -30.9% | +113.9% | -144.8% | -46.7% |
| 1Y | -43.8% | +93.6% | -137.4% | -55.8% |
| 3Y | -2.5% | +170.2% | -172.7% | -36.3% |
| All | -46.0% | +42.1% | -88.2% | -62.4% |
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