+1,577.1%
DUK vs CPRT
+22,534.7%
-20,957.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.7% |
| 3M | +5.6% | +8.3% | -2.7% | +4.5% |
| 6M | +7.0% | -3.4% | +10.3% | +7.0% |
| YTD | +14.0% | -18.7% | +32.7% | +15.9% |
| 1Y | +9.1% | -23.5% | +32.6% | +11.6% |
| 3Y | +67.6% | -34.2% | +101.7% | +73.0% |
| 5Y | +56.6% | -18.2% | +74.8% | +56.8% |
| 10Y | +159.8% | +370.9% | -211.2% | +120.4% |
| All | +1,577.1% | +22,534.7% | -20,957.6% | +1,063.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling