+1,384.8%
CLS vs PENG
+520.3%
+864.4%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -23.0% | +10.0% | -6.0% |
| 7D | -27.3% | -36.7% | +9.4% | -16.6% |
| 30D | -47.0% | -42.0% | -5.0% | -37.9% |
| 3M | -43.3% | -33.2% | -10.1% | -36.7% |
| 6M | -50.8% | +2.1% | -52.9% | -52.4% |
| YTD | -30.4% | +90.3% | -120.7% | -44.4% |
| 1Y | -41.7% | +67.7% | -109.3% | -51.5% |
| 3Y | +701.4% | +154.2% | +547.2% | +496.7% |
| 5Y | +1,767.8% | +28.3% | +1,739.5% | +1,399.3% |
| All | +1,384.8% | +520.3% | +864.4% | +939.4% |
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