+351.6%
CMI vs PENG
+751.0%
-399.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | +0.7% | +7.3% | -6.6% | -0.5% |
| 30D | -12.3% | -7.5% | -4.8% | -11.3% |
| 3M | -16.8% | -17.2% | +0.4% | -15.7% |
| 6M | +1.5% | +176.7% | -175.2% | -16.2% |
| YTD | +9.8% | +161.0% | -151.2% | -8.8% |
| 1Y | +42.6% | +108.8% | -66.3% | +21.9% |
| 3Y | +151.0% | +109.8% | +41.2% | +101.3% |
| 5Y | +167.0% | +111.7% | +55.3% | +107.3% |
| All | +351.6% | +751.0% | -399.4% | +226.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling