+0.4%
CMS vs PENG
+120.5%
-120.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -9.1% | +10.5% | +1.1% |
| 7D | +4.1% | -20.5% | +24.5% | +3.3% |
| 30D | +10.9% | -20.4% | +31.2% | +10.2% |
| 3M | -0.2% | -16.4% | +16.2% | -0.6% |
| 6M | -4.7% | +49.2% | -54.0% | -5.1% |
| YTD | +3.9% | +147.2% | -143.3% | +2.4% |
| 1Y | +0.4% | +124.7% | -124.3% | -0.9% |
| All | +0.4% | +120.5% | -120.1% | -0.9% |
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