+1,447.8%
DUK vs CPRT
+23,878.7%
-22,430.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.0% |
| 7D | 0.0% | +2.2% | -2.2% | -0.3% |
| 30D | -1.7% | +16.6% | -18.3% | -3.3% |
| 3M | -0.4% | +9.6% | -10.0% | -1.5% |
| 6M | -7.2% | -11.1% | +3.9% | -6.4% |
| YTD | +5.3% | -13.9% | +19.1% | +6.5% |
| 1Y | +3.0% | -32.5% | +35.5% | +6.7% |
| 3Y | +53.1% | -25.0% | +78.1% | +56.0% |
| 5Y | +37.9% | -7.4% | +45.3% | +36.5% |
| 10Y | +124.8% | +422.0% | -297.2% | +89.1% |
| All | +1,447.8% | +23,878.7% | -22,430.8% | +968.6% |
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