+123.2%
CDE vs PENG
+43.0%
+80.2%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +12.4% | -6.6% | +3.1% |
| 7D | +18.1% | -19.4% | +37.5% | +22.0% |
| 30D | -6.2% | -42.4% | +36.1% | +4.0% |
| 3M | -1.2% | -25.6% | +24.5% | +2.4% |
| 6M | -17.4% | +7.3% | -24.7% | -24.9% |
| YTD | -13.1% | +113.9% | -127.0% | -34.2% |
| 1Y | +7.3% | +93.6% | -86.3% | -17.2% |
| 3Y | +522.0% | +170.2% | +351.8% | +334.4% |
| All | +123.2% | +43.0% | +80.2% | +48.6% |
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 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