+99.6%
CMS vs PENG
+705.8%
-606.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -9.1% | +10.5% | +1.5% |
| 7D | +4.1% | -20.5% | +24.5% | +4.4% |
| 30D | +10.9% | -20.4% | +31.2% | +11.1% |
| 3M | -0.2% | -16.4% | +16.2% | -0.2% |
| 6M | -4.7% | +49.2% | -54.0% | -6.5% |
| YTD | +3.9% | +147.2% | -143.3% | +0.4% |
| 1Y | +0.4% | +124.7% | -124.3% | -2.8% |
| 3Y | +38.8% | +230.3% | -191.5% | +31.0% |
| 5Y | +37.1% | +71.4% | -34.3% | +30.0% |
| All | +99.6% | +705.8% | -606.2% | +80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling