+39.9%
CMS vs PENG
+153.0%
-113.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -23.0% | +22.6% | -1.0% |
| 7D | +1.7% | -36.7% | +38.4% | +0.6% |
| 30D | +8.6% | -42.0% | +50.7% | +7.3% |
| 3M | -0.5% | -33.2% | +32.7% | -1.2% |
| 6M | -4.2% | +2.1% | -6.3% | -4.0% |
| YTD | +3.4% | +90.3% | -86.8% | +4.5% |
| 1Y | +0.4% | +67.7% | -67.2% | +1.2% |
| All | +39.9% | +153.0% | -113.1% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling