+41.1%
CLS vs PENG
+118.5%
-77.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.4% | -5.6% | -1.6% |
| 7D | +4.6% | +4.5% | 0.0% | +2.8% |
| 30D | -13.9% | -7.1% | -6.8% | -11.8% |
| 3M | -26.6% | -27.3% | +0.7% | -20.0% |
| 6M | +15.4% | +169.6% | -154.2% | -21.9% |
| YTD | +5.7% | +164.6% | -159.0% | -29.4% |
| 1Y | +41.1% | +109.5% | -68.4% | -11.8% |
| All | +41.1% | +118.5% | -77.4% | -11.8% |
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 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