-12.6%
CPRT vs DUOL
+16.9%
-29.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.0% | -5.5% | -1.2% |
| 7D | -0.4% | +3.0% | -3.4% | -0.8% |
| 30D | +21.2% | +18.3% | +2.9% | +18.0% |
| 3M | +8.3% | +14.7% | -6.4% | +5.5% |
| 6M | -3.4% | +57.5% | -60.8% | -10.0% |
| YTD | -18.7% | -5.8% | -12.9% | -19.8% |
| 1Y | -23.5% | -11.4% | -12.1% | -24.1% |
| 3Y | -34.2% | -22.5% | -11.6% | -36.9% |
| 5Y | -18.2% | +6.6% | -24.8% | -31.6% |
| All | -12.6% | +16.9% | -29.5% | -27.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling