-24.1%
CLS vs PENG
+136.5%
-160.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +2.8% | +3.8% |
| 7D | +23.5% | +34.6% | -11.1% | +8.3% |
| 30D | -28.9% | -35.9% | +7.0% | -15.6% |
| 3M | -25.2% | -14.7% | -10.5% | -22.0% |
| 6M | -32.1% | +13.5% | -45.6% | -39.2% |
| YTD | -14.1% | +156.1% | -170.2% | -51.1% |
| 1Y | -24.1% | +141.3% | -165.4% | -53.5% |
| All | -24.1% | +136.5% | -160.6% | -53.5% |
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