+83.5%
CRL vs PENG
+120.5%
-37.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -9.1% | +1.8% | -6.4% |
| 7D | -12.8% | -20.5% | +7.7% | -11.1% |
| 30D | +5.0% | -20.4% | +25.4% | +6.6% |
| 3M | +39.4% | -16.4% | +55.8% | +40.3% |
| 6M | +89.4% | +49.2% | +40.1% | +59.0% |
| YTD | +63.6% | +147.2% | -83.6% | +17.0% |
| 1Y | +83.5% | +124.7% | -41.2% | +32.9% |
| All | +83.5% | +120.5% | -37.0% | +32.9% |
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