+838.1%
CLS vs PENG
+209.7%
+628.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.5% | +0.1% | -2.8% |
| 7D | +16.3% | +13.2% | +3.1% | +9.8% |
| 30D | -25.7% | -29.9% | +4.3% | -13.2% |
| 3M | -30.9% | -22.2% | -8.6% | -24.6% |
| 6M | -35.5% | -1.9% | -33.6% | -40.4% |
| YTD | -18.7% | +142.1% | -160.8% | -55.1% |
| 1Y | -17.9% | +151.5% | -169.4% | -55.5% |
| 3Y | +838.1% | +206.9% | +631.2% | +293.9% |
| All | +838.1% | +209.7% | +628.4% | +293.9% |
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