+98.7%
CMS vs PENG
+520.3%
-421.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -23.0% | +22.6% | -0.1% |
| 7D | +1.7% | -36.7% | +38.4% | +2.3% |
| 30D | +8.6% | -42.0% | +50.7% | +9.3% |
| 3M | -0.5% | -33.2% | +32.7% | -0.1% |
| 6M | -4.2% | +2.1% | -6.3% | -5.4% |
| YTD | +3.4% | +90.3% | -86.8% | +0.3% |
| 1Y | +0.4% | +67.7% | -67.2% | -2.3% |
| 3Y | +38.2% | +154.2% | -116.0% | +30.9% |
| 5Y | +35.4% | +28.3% | +7.1% | +28.9% |
| All | +98.7% | +520.3% | -421.6% | +80.4% |
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