+46.9%
DUK vs CPRT
-28.6%
+75.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.5% |
| 7D | -0.1% | -0.4% | +0.3% | -0.1% |
| 30D | +0.2% | +8.2% | -8.0% | -0.4% |
| 3M | -1.9% | +2.3% | -4.2% | -2.3% |
| 6M | -6.5% | -14.7% | +8.2% | -6.0% |
| YTD | +5.4% | -18.2% | +23.6% | +6.2% |
| 1Y | +3.6% | -33.4% | +36.9% | +5.7% |
| All | +46.9% | -28.6% | +75.5% | +45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling