-71.2%
CBRS vs PENG
-12.1%
-59.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +12.4% | -2.6% | +4.5% |
| 7D | -17.9% | -19.4% | +1.6% | -10.9% |
| 30D | -48.8% | -42.4% | -6.4% | -37.3% |
| 3M | -57.6% | -25.6% | -31.9% | -54.2% |
| All | -71.2% | -12.1% | -59.0% | -71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling