+36.3%
CDE vs PENG
+97.0%
-60.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.8% | +1.6% | -2.3% |
| 7D | -6.1% | 0.0% | -6.0% | -6.1% |
| 30D | +9.5% | -15.2% | +24.7% | +12.3% |
| 3M | +32.0% | -16.9% | +48.9% | +31.2% |
| 6M | -12.8% | +161.5% | -174.3% | -37.0% |
| YTD | +14.2% | +148.6% | -134.4% | -16.9% |
| 1Y | +36.3% | +89.6% | -53.3% | -5.6% |
| All | +36.3% | +97.0% | -60.7% | -5.6% |
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