-43.5%
CAG vs DUOL
-17.6%
-25.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | -5.7% | -7.0% | +1.3% | -5.7% |
| 30D | -2.4% | +6.7% | -9.1% | -2.3% |
| 3M | +9.8% | +16.0% | -6.2% | +10.0% |
| 6M | -10.8% | +45.4% | -56.3% | -10.3% |
| YTD | -10.8% | -18.1% | +7.3% | -11.0% |
| 1Y | -19.0% | -53.6% | +34.6% | -19.7% |
| 3Y | -39.7% | -11.0% | -28.7% | -39.3% |
| All | -43.5% | -17.6% | -25.9% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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