+112.0%
CF vs PENG
+72.0%
+40.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -9.1% | +4.7% | -4.2% |
| 7D | -6.9% | -20.5% | +13.6% | -6.5% |
| 30D | -3.7% | -20.4% | +16.6% | -3.5% |
| 3M | -5.0% | -16.4% | +11.5% | -4.9% |
| 6M | -10.5% | +49.2% | -59.7% | -13.8% |
| YTD | +46.5% | +147.2% | -100.7% | +35.9% |
| 1Y | +34.8% | +124.7% | -89.9% | +25.9% |
| 3Y | +46.7% | +230.3% | -183.6% | +27.6% |
| 5Y | +112.0% | +71.4% | +40.6% | +84.4% |
| All | +112.0% | +72.0% | +40.0% | +84.4% |
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 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