+844.9%
CRS vs PENG
+644.0%
+200.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -2.0% |
| 7D | +0.2% | -16.1% | +16.3% | +3.7% |
| 30D | -22.9% | -41.5% | +18.6% | -13.3% |
| 3M | -46.8% | -19.1% | -27.7% | -45.6% |
| 6M | -30.4% | +0.9% | -31.4% | -35.7% |
| YTD | -5.4% | +128.2% | -133.6% | -31.4% |
| 1Y | -9.0% | +98.6% | -107.6% | -31.7% |
| 3Y | +352.2% | +188.2% | +164.0% | +184.3% |
| 5Y | +852.2% | +55.5% | +796.7% | +551.1% |
| All | +844.9% | +644.0% | +200.9% | +394.1% |
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 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