+728.5%
CLS vs PENG
+153.0%
+575.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -23.0% | +10.0% | -2.0% |
| 7D | -27.3% | -36.7% | +9.4% | -10.4% |
| 30D | -47.0% | -42.0% | -5.0% | -32.7% |
| 3M | -43.3% | -33.2% | -10.1% | -33.4% |
| 6M | -50.8% | +2.1% | -52.9% | -56.2% |
| YTD | -30.4% | +90.3% | -120.7% | -56.8% |
| 1Y | -41.7% | +67.7% | -109.3% | -61.0% |
| All | +728.5% | +153.0% | +575.5% | +287.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling