+77.7%
CRL vs PENG
+118.5%
-40.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.4% | -8.1% | -2.2% |
| 7D | -1.0% | +4.5% | -5.6% | -1.4% |
| 30D | +10.7% | -7.1% | +17.8% | +11.1% |
| 3M | +55.3% | -27.3% | +82.5% | +57.9% |
| 6M | +60.7% | +169.6% | -108.9% | +20.1% |
| YTD | +44.6% | +164.6% | -120.0% | +7.8% |
| 1Y | +77.7% | +109.5% | -31.7% | +26.2% |
| All | +77.7% | +118.5% | -40.7% | +26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling