-41.6%
CAG vs DUOL
-1.5%
-40.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.9% | -1.0% |
| 7D | -6.6% | -11.8% | +5.2% | -6.7% |
| 30D | +2.3% | +1.5% | +0.8% | +2.3% |
| 3M | +16.3% | +18.1% | -1.8% | +16.6% |
| 6M | -16.0% | +38.7% | -54.7% | -15.5% |
| YTD | -7.7% | -20.7% | +13.0% | -7.9% |
| 1Y | -16.0% | -49.1% | +33.0% | -16.7% |
| 3Y | -37.7% | -11.0% | -26.7% | -37.3% |
| 5Y | -41.2% | -18.0% | -23.2% | -41.1% |
| All | -41.6% | -1.5% | -40.1% | -40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling