-32.5%
CPRT vs DUOL
-43.9%
+11.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.2% | +0.7% |
| 7D | +2.2% | +5.1% | -2.9% | +1.6% |
| 30D | +16.6% | +14.1% | +2.5% | +14.4% |
| 3M | +9.6% | +41.5% | -31.9% | +5.0% |
| 6M | -11.1% | +60.6% | -71.7% | -16.0% |
| YTD | -13.9% | -12.0% | -1.9% | -14.3% |
| 1Y | -32.5% | -43.4% | +10.8% | -28.6% |
| All | -32.5% | -43.9% | +11.3% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 1y: compounded portfolio wealth divided by compounded DUOL 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…
1y analysis · Full analysis span regression · 6 months rolling