-34.2%
CPRT vs PEGA
+46.3%
-80.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.7% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | +21.2% | -4.1% | +25.3% | +21.8% |
| 3M | +8.3% | -2.8% | +11.1% | +8.7% |
| 6M | -3.4% | -0.4% | -2.9% | -3.7% |
| YTD | -18.7% | -45.4% | +26.7% | -14.0% |
| 1Y | -23.5% | -42.6% | +19.1% | -19.6% |
| 3Y | -34.2% | +45.4% | -79.6% | -39.3% |
| All | -34.2% | +46.3% | -80.5% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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