+273.7%
CRL vs PENG
+720.8%
-447.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.3% | -11.2% | -2.8% |
| 7D | +5.0% | +1.9% | +3.2% | +4.0% |
| 30D | +13.5% | -37.8% | +51.3% | +22.3% |
| 3M | +21.5% | -14.1% | +35.6% | +22.1% |
| 6M | +103.4% | +13.1% | +90.3% | +84.6% |
| YTD | +71.8% | +151.8% | -80.0% | +30.1% |
| 1Y | +97.5% | +136.0% | -38.5% | +51.3% |
| 3Y | +99.2% | +217.9% | -118.7% | +36.5% |
| 5Y | -12.1% | +64.1% | -76.2% | -35.9% |
| All | +273.7% | +720.8% | -447.1% | +110.0% |
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