+279.8%
CMI vs PENG
+661.7%
-381.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +9.3% | -5.6% | +2.1% |
| 7D | -6.8% | -3.8% | -3.0% | -6.8% |
| 30D | -10.9% | -40.1% | +29.2% | -4.3% |
| 3M | -27.3% | -21.8% | -5.5% | -25.9% |
| 6M | -30.9% | +3.3% | -34.2% | -34.1% |
| YTD | -7.7% | +133.6% | -141.3% | -23.4% |
| 1Y | 0.0% | +110.7% | -110.7% | -15.8% |
| 3Y | +130.1% | +204.3% | -74.2% | +76.2% |
| 5Y | +121.5% | +54.4% | +67.1% | +77.4% |
| All | +279.8% | +661.7% | -381.9% | +174.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling