-4.5%
CRS vs PENG
+120.5%
-125.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.1% | +7.5% | -0.2% |
| 7D | +4.3% | -20.5% | +24.8% | +7.7% |
| 30D | -25.5% | -20.4% | -5.1% | -23.4% |
| 3M | -48.7% | -16.4% | -32.3% | -47.9% |
| 6M | -31.6% | +49.2% | -80.9% | -35.7% |
| YTD | -7.0% | +147.2% | -154.2% | -19.2% |
| 1Y | -4.5% | +124.7% | -129.2% | -16.1% |
| All | -4.5% | +120.5% | -125.0% | -16.1% |
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