-34.2%
CPRT vs PEG
+36.1%
-70.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -2.0% | -0.8% |
| 7D | -0.4% | +4.5% | -4.9% | -1.2% |
| 30D | +21.2% | +7.5% | +13.6% | +19.7% |
| 3M | +8.3% | +0.8% | +7.5% | +8.1% |
| 6M | -3.4% | 0.0% | -3.4% | -3.2% |
| YTD | -18.7% | -3.0% | -15.7% | -18.4% |
| 1Y | -23.5% | -4.7% | -18.8% | -23.0% |
| 3Y | -34.2% | +36.5% | -70.6% | -41.5% |
| All | -34.2% | +36.1% | -70.3% | -41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling