-12.0%
CPRT vs DUOL
-1.5%
-10.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.9% | +3.1% | -1.1% |
| 7D | -0.4% | -11.8% | +11.4% | +1.2% |
| 30D | +8.2% | +1.5% | +6.8% | +7.8% |
| 3M | +2.3% | +18.1% | -15.8% | -0.4% |
| 6M | -14.7% | +38.7% | -53.4% | -19.0% |
| YTD | -18.2% | -20.7% | +2.5% | -16.9% |
| 1Y | -33.4% | -49.1% | +15.7% | -28.9% |
| 3Y | -28.3% | -11.0% | -17.3% | -32.9% |
| 5Y | -9.8% | -18.0% | +8.1% | -22.3% |
| All | -12.0% | -1.5% | -10.5% | -25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling