+268.1%
CRL vs PENG
+597.2%
-329.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +12.4% | -4.6% | +5.5% |
| 7D | -6.1% | -19.4% | +13.4% | -2.7% |
| 30D | +12.4% | -42.4% | +54.8% | +23.0% |
| 3M | +27.1% | -25.6% | +52.8% | +31.3% |
| 6M | +85.7% | +7.3% | +78.4% | +69.6% |
| YTD | +69.2% | +113.9% | -44.7% | +32.3% |
| 1Y | +97.5% | +93.6% | +4.0% | +57.2% |
| 3Y | +86.1% | +170.2% | -84.1% | +31.6% |
| 5Y | -10.0% | +44.2% | -54.2% | -32.7% |
| All | +268.1% | +597.2% | -329.1% | +113.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling