-39.3%
CLS vs PENG
+88.9%
-128.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +12.4% | -11.9% | -4.8% |
| 7D | -22.2% | -19.4% | -2.7% | -15.3% |
| 30D | -44.4% | -42.4% | -2.0% | -30.7% |
| 3M | -34.3% | -25.6% | -8.6% | -27.3% |
| 6M | -50.1% | +7.3% | -57.3% | -54.5% |
| YTD | -30.1% | +113.9% | -143.9% | -57.4% |
| 1Y | -39.3% | +93.6% | -132.9% | -59.0% |
| All | -39.3% | +88.9% | -128.3% | -59.0% |
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