-30.4%
CPRT vs PENG
+184.4%
-214.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +12.4% | -14.0% | -1.5% |
| 7D | +6.0% | -19.4% | +25.5% | +5.9% |
| 30D | +20.0% | -42.4% | +62.4% | +20.1% |
| 3M | +10.1% | -25.6% | +35.8% | +9.8% |
| 6M | -4.3% | +7.3% | -11.6% | -9.6% |
| YTD | -18.4% | +113.9% | -132.2% | -28.9% |
| 1Y | -20.1% | +93.6% | -113.7% | -29.7% |
| 3Y | -30.4% | +170.2% | -200.6% | -47.0% |
| All | -30.4% | +184.4% | -214.8% | -47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling