-46.0%
CPNG vs PENG
+56.5%
-102.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.8% | +0.3% |
| 7D | -6.8% | +13.2% | -20.0% | -8.9% |
| 30D | +5.5% | -29.9% | +35.4% | +10.4% |
| 3M | -6.8% | -22.2% | +15.5% | -5.3% |
| 6M | -4.8% | -1.9% | -2.9% | -11.0% |
| YTD | -35.6% | +142.1% | -177.7% | -51.6% |
| 1Y | -46.8% | +151.5% | -198.3% | -60.4% |
| 3Y | -0.8% | +206.9% | -207.7% | -37.1% |
| All | -46.0% | +56.5% | -102.6% | -64.0% |
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