+37.7%
CMI vs PENG
+97.0%
-59.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.8% | +3.9% | +0.2% |
| 7D | +0.8% | 0.0% | +0.9% | +0.8% |
| 30D | -12.8% | -15.2% | +2.4% | -9.8% |
| 3M | -12.4% | -16.9% | +4.5% | -11.4% |
| 6M | -0.9% | +161.5% | -162.4% | -26.6% |
| YTD | +8.9% | +148.6% | -139.7% | -19.0% |
| 1Y | +37.7% | +89.6% | -51.9% | +5.9% |
| All | +37.7% | +97.0% | -59.3% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling