-15.9%
CPRT vs PENG
+56.2%
-72.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.3% | -7.7% | +1.0% |
| 7D | +1.6% | -3.8% | +5.4% | +1.5% |
| 30D | +18.8% | -40.1% | +58.9% | +22.4% |
| 3M | +9.4% | -21.8% | +31.2% | +9.6% |
| 6M | -4.4% | +3.3% | -7.7% | -11.0% |
| YTD | -17.1% | +133.6% | -150.8% | -33.2% |
| 1Y | -19.9% | +110.7% | -130.6% | -34.5% |
| 3Y | -30.5% | +204.3% | -234.8% | -50.9% |
| 5Y | -15.9% | +54.4% | -70.3% | -36.7% |
| All | -15.9% | +56.2% | -72.1% | -36.7% |
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