-5.7%
CPRT vs PENG
+115.2%
-120.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.4% | -6.0% | -0.2% |
| 7D | +2.2% | +4.5% | -2.3% | +1.8% |
| 30D | +16.6% | -7.1% | +23.7% | +17.2% |
| 3M | +9.6% | -27.3% | +36.8% | +10.9% |
| 6M | -11.1% | +169.6% | -180.7% | -27.5% |
| YTD | -13.9% | +164.6% | -178.5% | -29.9% |
| 1Y | -32.5% | +109.5% | -142.0% | -43.5% |
| 3Y | -25.0% | +98.9% | -124.0% | -41.4% |
| All | -5.7% | +115.2% | -120.9% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling