+50.8%
CDE vs PENG
+118.5%
-67.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.4% | -8.3% | -3.1% |
| 7D | +0.5% | +4.5% | -4.0% | -0.3% |
| 30D | +21.9% | -7.1% | +29.0% | +22.8% |
| 3M | +14.9% | -27.3% | +42.2% | +18.9% |
| 6M | -10.5% | +169.6% | -180.1% | -36.1% |
| YTD | +19.3% | +164.6% | -145.4% | -15.0% |
| 1Y | +50.8% | +109.5% | -58.7% | +0.8% |
| All | +50.8% | +118.5% | -67.7% | +0.8% |
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 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