+1,392.3%
CLS vs PENG
+597.2%
+795.1%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +12.4% | -11.9% | -3.3% |
| 7D | -22.2% | -19.4% | -2.7% | -17.2% |
| 30D | -44.4% | -42.4% | -2.0% | -34.7% |
| 3M | -34.3% | -25.6% | -8.6% | -29.1% |
| 6M | -50.1% | +7.3% | -57.3% | -52.6% |
| YTD | -30.1% | +113.9% | -143.9% | -46.2% |
| 1Y | -39.3% | +93.6% | -132.9% | -51.8% |
| 3Y | +732.7% | +170.2% | +562.5% | +504.1% |
| 5Y | +1,777.2% | +44.2% | +1,733.0% | +1,350.1% |
| All | +1,392.3% | +597.2% | +795.1% | +905.3% |
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