+39.6%
DUK vs CPRT
-8.8%
+48.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.6% |
| 3M | -1.9% | +2.3% | -4.2% | -2.3% |
| 6M | -6.5% | -14.7% | +8.2% | -5.4% |
| YTD | +5.4% | -18.2% | +23.6% | +7.0% |
| 1Y | +3.6% | -33.4% | +36.9% | +7.2% |
| 3Y | +48.1% | -28.3% | +76.5% | +50.3% |
| 5Y | +39.6% | -9.8% | +49.4% | +32.3% |
| All | +39.6% | -8.8% | +48.4% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling