-7.9%
CRL vs PENG
+56.2%
-64.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +9.3% | -4.6% | +2.9% |
| 7D | +4.4% | -3.8% | +8.2% | +4.5% |
| 30D | +17.1% | -40.1% | +57.2% | +26.9% |
| 3M | +32.1% | -21.8% | +53.9% | +35.0% |
| 6M | +98.9% | +3.3% | +95.6% | +81.8% |
| YTD | +77.1% | +133.6% | -56.5% | +31.1% |
| 1Y | +110.3% | +110.7% | -0.4% | +58.9% |
| 3Y | +108.5% | +204.3% | -95.8% | +35.3% |
| 5Y | -7.9% | +54.4% | -62.2% | -37.0% |
| All | -7.9% | +56.2% | -64.1% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling