-18.7%
CPRT vs DUOL
+11.7%
-30.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.0% | -5.5% | -1.2% |
| 7D | -0.4% | +3.0% | -3.4% | -0.9% |
| 30D | +21.2% | +18.3% | +2.9% | +17.8% |
| 3M | +8.3% | +14.7% | -6.4% | +5.4% |
| 6M | -3.4% | +57.5% | -60.8% | -10.3% |
| 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% | -37.2% |
| All | -18.7% | +11.7% | -30.4% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling