+1,409.6%
CRS vs PENG
+762.7%
+647.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.4% | -4.8% | +0.1% |
| 7D | -0.2% | +4.5% | -4.8% | -1.4% |
| 30D | -16.6% | -7.1% | -9.5% | -15.3% |
| 3M | -3.5% | -27.3% | +23.8% | +0.7% |
| 6M | +15.4% | +169.6% | -154.1% | -16.5% |
| YTD | +51.2% | +164.6% | -113.4% | +8.5% |
| 1Y | +98.3% | +109.5% | -11.2% | +49.6% |
| 3Y | +651.5% | +98.9% | +552.6% | +417.3% |
| 5Y | +1,411.1% | +116.3% | +1,294.9% | +866.7% |
| All | +1,409.6% | +762.7% | +647.0% | +681.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling