+394.0%
CAH vs DUOL
-17.6%
+411.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.6% |
| 7D | -5.1% | -7.0% | +1.9% | -4.9% |
| 30D | +0.2% | +6.7% | -6.5% | 0.0% |
| 3M | +6.3% | +16.0% | -9.7% | +5.8% |
| 6M | +9.4% | +45.4% | -36.0% | +8.2% |
| YTD | +15.0% | -18.1% | +33.1% | +15.5% |
| 1Y | +55.4% | -53.6% | +109.0% | +58.6% |
| 3Y | +173.8% | -11.0% | +184.8% | +170.8% |
| All | +394.0% | -17.6% | +411.6% | +380.1% |
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