+396.3%
CF vs PENG
+705.8%
-309.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -9.1% | +4.7% | -3.5% |
| 7D | -6.9% | -20.5% | +13.6% | -4.9% |
| 30D | -3.7% | -20.4% | +16.6% | -2.3% |
| 3M | -5.0% | -16.4% | +11.5% | -4.6% |
| 6M | -10.5% | +49.2% | -59.7% | -18.9% |
| YTD | +46.5% | +147.2% | -100.7% | +22.3% |
| 1Y | +34.8% | +124.7% | -89.9% | +13.8% |
| 3Y | +46.7% | +230.3% | -183.6% | +10.1% |
| 5Y | +112.0% | +71.4% | +40.6% | +66.5% |
| All | +396.3% | +705.8% | -309.6% | +229.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling