+112.0%
CMI vs PENG
+42.1%
+69.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +12.4% | -12.1% | -1.9% |
| 7D | -10.0% | -19.4% | +9.4% | -7.1% |
| 30D | -13.0% | -42.4% | +29.4% | -5.2% |
| 3M | -29.9% | -25.6% | -4.2% | -27.7% |
| 6M | -36.7% | +7.3% | -44.0% | -40.6% |
| YTD | -10.9% | +113.9% | -124.8% | -26.9% |
| 1Y | -1.3% | +93.6% | -94.9% | -17.8% |
| 3Y | +117.4% | +170.2% | -52.8% | +63.2% |
| All | +112.0% | +42.1% | +69.9% | +62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling