+1.8%
DUK vs CPRT
-35.8%
+37.6%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.6% |
| 7D | -1.7% | -8.4% | +6.8% | -1.0% |
| 30D | -2.2% | +4.6% | -6.8% | -2.8% |
| 3M | -3.7% | -1.9% | -1.8% | -3.9% |
| 6M | -6.3% | -15.3% | +9.0% | -6.2% |
| YTD | +4.5% | -21.5% | +26.0% | +4.6% |
| 1Y | +1.8% | -36.6% | +38.4% | +7.7% |
| All | +1.8% | -35.8% | +37.6% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling