+270.8%
CMI vs PENG
+735.0%
-464.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.0% |
| 7D | +1.5% | +34.6% | -33.1% | -3.5% |
| 30D | -14.0% | -35.9% | +22.0% | -8.7% |
| 3M | -28.3% | -14.7% | -13.6% | -28.0% |
| 6M | -34.9% | +13.5% | -48.4% | -38.9% |
| YTD | -9.9% | +156.1% | -166.0% | -26.3% |
| 1Y | -3.6% | +141.3% | -145.0% | -20.6% |
| 3Y | +120.9% | +223.4% | -102.5% | +67.3% |
| 5Y | +116.1% | +67.4% | +48.7% | +70.7% |
| All | +270.8% | +735.0% | -464.2% | +163.5% |
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