+35.4%
CMS vs PENG
+31.0%
+4.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -23.0% | +22.6% | -0.6% |
| 7D | +1.7% | -36.7% | +38.4% | +1.4% |
| 30D | +8.6% | -42.0% | +50.7% | +8.3% |
| 3M | -0.5% | -33.2% | +32.7% | -0.7% |
| 6M | -4.2% | +2.1% | -6.3% | -4.9% |
| YTD | +3.4% | +90.3% | -86.8% | +1.9% |
| 1Y | +0.4% | +67.7% | -67.2% | -0.9% |
| 3Y | +38.2% | +154.2% | -116.0% | +33.3% |
| 5Y | +35.4% | +28.3% | +7.1% | +25.2% |
| All | +35.4% | +31.0% | +4.4% | +25.2% |
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