-38.8%
CPRT vs DUOL
-51.5%
+12.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.5% |
| 7D | -11.2% | -7.0% | -4.2% | -10.4% |
| 30D | +3.3% | +6.7% | -3.4% | +2.3% |
| 3M | -3.6% | +16.0% | -19.6% | -5.8% |
| 6M | -15.8% | +45.4% | -61.2% | -19.5% |
| YTD | -23.5% | -18.1% | -5.4% | -23.3% |
| 1Y | -38.8% | -53.6% | +14.8% | -34.7% |
| All | -38.8% | -51.5% | +12.7% | -34.7% |
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