+2,155.2%
CLS vs PENG
+762.7%
+1,392.6%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.4% | -5.6% | -1.1% |
| 7D | +4.6% | +4.5% | 0.0% | +3.2% |
| 30D | -13.9% | -7.1% | -6.8% | -12.2% |
| 3M | -26.6% | -27.3% | +0.7% | -21.4% |
| 6M | +15.4% | +169.6% | -154.2% | -15.4% |
| YTD | +5.7% | +164.6% | -159.0% | -22.9% |
| 1Y | +41.1% | +109.5% | -68.4% | +9.1% |
| 3Y | +1,228.6% | +98.9% | +1,129.7% | +885.5% |
| 5Y | +3,240.6% | +116.3% | +3,124.4% | +2,250.0% |
| All | +2,155.2% | +762.7% | +1,392.6% | +1,340.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling