+333.4%
CPRT vs PENG
+520.3%
-187.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -23.0% | +22.6% | +2.1% |
| 7D | +9.9% | -36.7% | +46.6% | +14.7% |
| 30D | +21.1% | -42.0% | +63.1% | +26.8% |
| 3M | +12.3% | -33.2% | +45.6% | +14.8% |
| 6M | -2.0% | +2.1% | -4.1% | -10.0% |
| YTD | -17.0% | +90.3% | -107.3% | -31.9% |
| 1Y | -22.5% | +67.7% | -90.2% | -35.3% |
| 3Y | -29.3% | +154.2% | -183.5% | -48.0% |
| 5Y | -15.6% | +28.3% | -43.9% | -34.0% |
| All | +333.4% | +520.3% | -187.0% | +187.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling