+349.9%
CPRT vs PENG
+762.7%
-412.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.4% | -6.0% | -0.4% |
| 7D | +2.2% | +4.5% | -2.3% | +1.6% |
| 30D | +16.6% | -7.1% | +23.7% | +17.4% |
| 3M | +9.6% | -27.3% | +36.8% | +11.0% |
| 6M | -11.1% | +169.6% | -180.7% | -28.0% |
| YTD | -13.9% | +164.6% | -178.5% | -30.3% |
| 1Y | -32.5% | +109.5% | -142.0% | -43.8% |
| 3Y | -25.0% | +98.9% | -124.0% | -41.6% |
| 5Y | -7.4% | +116.3% | -123.6% | -31.1% |
| All | +349.9% | +762.7% | -412.8% | +193.9% |
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