+162.6%
DUK vs CPRT
+368.4%
-205.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +1.9% | -0.4% | +2.3% | +2.0% |
| 30D | +8.9% | +21.2% | -12.3% | +4.7% |
| 3M | +5.6% | +8.3% | -2.7% | +3.4% |
| 6M | +7.0% | -3.4% | +10.3% | +7.0% |
| YTD | +14.0% | -18.7% | +32.7% | +17.8% |
| 1Y | +9.1% | -23.5% | +32.6% | +14.2% |
| 3Y | +67.6% | -34.2% | +101.7% | +77.9% |
| 5Y | +56.6% | -18.2% | +74.8% | +54.9% |
| All | +162.6% | +368.4% | -205.8% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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