+324.7%
CPRT vs PENG
+689.3%
-364.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +4.9% | +0.1% |
| 7D | -0.4% | +13.2% | -13.6% | -1.8% |
| 30D | +21.2% | -29.9% | +51.1% | +24.5% |
| 3M | +8.3% | -22.2% | +30.5% | +8.8% |
| 6M | -3.4% | -1.9% | -1.5% | -9.6% |
| YTD | -18.7% | +142.1% | -160.8% | -35.1% |
| 1Y | -23.5% | +151.5% | -175.0% | -39.4% |
| 3Y | -34.2% | +206.9% | -241.1% | -52.5% |
| 5Y | -18.2% | +58.2% | -76.4% | -37.5% |
| All | +324.7% | +689.3% | -364.7% | +173.8% |
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