-22.5%
CPRT vs PENG
+136.5%
-159.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -0.4% |
| 7D | -1.5% | +34.6% | -36.1% | +1.7% |
| 30D | +21.4% | -35.9% | +57.3% | +17.8% |
| 3M | +10.4% | -14.7% | +25.1% | +10.5% |
| 6M | -4.3% | +13.5% | -17.8% | -4.7% |
| YTD | -18.3% | +156.1% | -174.4% | -22.7% |
| 1Y | -22.5% | +141.3% | -163.8% | -27.0% |
| All | -22.5% | +136.5% | -159.0% | -27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling