+34.0%
CMS vs PENG
+50.3%
-16.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.7% | +0.3% |
| 7D | +0.5% | -16.1% | +16.6% | +0.4% |
| 30D | +7.4% | -41.5% | +48.9% | +7.3% |
| 3M | +1.9% | -19.1% | +21.0% | +1.8% |
| 6M | -2.3% | +0.9% | -3.3% | -2.8% |
| YTD | +3.0% | +128.2% | -125.3% | +1.6% |
| 1Y | -2.8% | +98.6% | -101.4% | -4.0% |
| 3Y | +37.9% | +188.2% | -150.3% | +33.4% |
| 5Y | +34.0% | +55.5% | -21.6% | +23.7% |
| All | +34.0% | +50.3% | -16.3% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling