-1.4%
CMS vs PENG
+88.9%
-90.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +12.4% | -14.5% | -1.7% |
| 7D | -1.3% | -19.4% | +18.1% | -1.8% |
| 30D | +6.3% | -42.4% | +48.7% | +4.9% |
| 3M | -2.1% | -25.6% | +23.6% | -2.6% |
| 6M | -5.1% | +7.3% | -12.4% | -5.6% |
| YTD | +1.3% | +113.9% | -112.6% | -0.6% |
| 1Y | -1.4% | +93.6% | -95.0% | -2.9% |
| All | -1.4% | +88.9% | -90.3% | -2.9% |
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