-18.0%
CMG vs PENG
+209.7%
-227.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.8% | +0.5% |
| 7D | +2.5% | +13.2% | -10.8% | +1.9% |
| 30D | +15.6% | -29.9% | +45.5% | +17.1% |
| 3M | +8.2% | -22.2% | +30.4% | +8.5% |
| 6M | +9.9% | -1.9% | +11.8% | +4.7% |
| YTD | -4.6% | +142.1% | -146.8% | -20.3% |
| 1Y | +12.4% | +151.5% | -139.1% | -6.7% |
| 3Y | -18.0% | +206.9% | -224.9% | -32.8% |
| All | -18.0% | +209.7% | -227.7% | -32.8% |
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