-32.5%
CBRS vs PENG
+8.7%
-41.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +6.4% | +3.9% | +7.5% |
| 7D | +17.3% | +4.5% | +12.7% | +15.2% |
| 30D | -2.0% | -7.1% | +5.1% | +0.7% |
| 3M | -2.5% | -27.3% | +24.8% | +2.6% |
| All | -32.5% | +8.7% | -41.2% | -36.9% |
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 · Available span rolling