+266.4%
CMI vs PENG
+597.2%
-330.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +12.4% | -12.1% | -1.7% |
| 7D | -10.0% | -19.4% | +9.4% | -7.4% |
| 30D | -13.0% | -42.4% | +29.4% | -6.0% |
| 3M | -29.9% | -25.6% | -4.2% | -27.9% |
| 6M | -36.7% | +7.3% | -44.0% | -40.0% |
| YTD | -10.9% | +113.9% | -124.8% | -25.0% |
| 1Y | -1.3% | +93.6% | -94.9% | -15.7% |
| 3Y | +117.4% | +170.2% | -52.8% | +69.7% |
| 5Y | +112.9% | +44.2% | +68.7% | +72.5% |
| All | +266.4% | +597.2% | -330.8% | +168.4% |
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