+168.9%
CMI vs PENG
+115.2%
+53.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.4% | -3.6% | +1.6% |
| 7D | -0.7% | +4.5% | -5.3% | -1.6% |
| 30D | -13.4% | -7.1% | -6.3% | -12.5% |
| 3M | -17.0% | -27.3% | +10.3% | -14.1% |
| 6M | -1.6% | +169.6% | -171.2% | -20.5% |
| YTD | +11.0% | +164.6% | -153.6% | -10.3% |
| 1Y | +41.9% | +109.5% | -67.6% | +18.5% |
| 3Y | +151.8% | +98.9% | +52.9% | +98.2% |
| All | +168.9% | +115.2% | +53.7% | +103.0% |
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