+361.5%
CPRT vs PEG
+171.2%
+190.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -2.0% | -1.1% |
| 7D | -0.4% | +4.5% | -4.9% | -2.1% |
| 30D | +21.2% | +7.5% | +13.6% | +17.9% |
| 3M | +8.3% | +0.8% | +7.5% | +7.8% |
| 6M | -3.4% | 0.0% | -3.4% | -3.6% |
| YTD | -18.7% | -3.0% | -15.7% | -18.3% |
| 1Y | -23.5% | -4.7% | -18.8% | -22.7% |
| 3Y | -34.2% | +36.5% | -70.6% | -44.2% |
| 5Y | -18.2% | +44.4% | -62.6% | -33.5% |
| All | +361.5% | +171.2% | +190.2% | +209.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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