+426.9%
CF vs PENG
+520.3%
-93.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -23.0% | +29.2% | +8.4% |
| 7D | +0.4% | -36.7% | +37.1% | +4.3% |
| 30D | +2.2% | -42.0% | +44.2% | +6.5% |
| 3M | +2.1% | -33.2% | +35.3% | +4.2% |
| 6M | -6.5% | +2.1% | -8.7% | -12.2% |
| YTD | +55.6% | +90.3% | -34.7% | +32.5% |
| 1Y | +42.3% | +67.7% | -25.4% | +23.1% |
| 3Y | +55.7% | +154.2% | -98.5% | +19.3% |
| 5Y | +122.4% | +28.3% | +94.1% | +79.3% |
| All | +426.9% | +520.3% | -93.5% | +257.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling