-16.8%
CMG vs PENG
+184.4%
-201.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +12.4% | -15.1% | -3.2% |
| 7D | +8.0% | -19.4% | +27.4% | +8.6% |
| 30D | +11.9% | -42.4% | +54.3% | +14.2% |
| 3M | +2.1% | -25.6% | +27.8% | +2.4% |
| 6M | +5.2% | +7.3% | -2.1% | -2.1% |
| YTD | -6.9% | +113.9% | -120.8% | -21.8% |
| 1Y | +12.7% | +93.6% | -80.9% | -4.3% |
| 3Y | -16.8% | +170.2% | -187.0% | -31.6% |
| All | -16.8% | +184.4% | -201.2% | -31.6% |
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