-17.9%
CLS vs PENG
+130.4%
-148.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.5% | +0.1% | -3.0% |
| 7D | +16.3% | +13.2% | +3.1% | +10.5% |
| 30D | -25.7% | -29.9% | +4.3% | -14.9% |
| 3M | -30.9% | -22.2% | -8.6% | -25.1% |
| 6M | -35.5% | -1.9% | -33.6% | -37.8% |
| YTD | -18.7% | +142.1% | -160.8% | -49.2% |
| 1Y | -17.9% | +151.5% | -169.4% | -50.7% |
| All | -17.9% | +130.4% | -148.3% | -50.7% |
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