+348.6%
CAH vs DUOL
-1.5%
+350.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.9% | +4.7% | -0.1% |
| 7D | -2.2% | -11.8% | +9.6% | -2.0% |
| 30D | +1.2% | +1.5% | -0.3% | +1.1% |
| 3M | +13.1% | +18.1% | -5.0% | +12.6% |
| 6M | +8.5% | +38.7% | -30.2% | +7.5% |
| YTD | +17.6% | -20.7% | +38.3% | +18.2% |
| 1Y | +60.7% | -49.1% | +109.7% | +63.0% |
| 3Y | +183.2% | -11.0% | +194.2% | +180.7% |
| 5Y | +402.2% | -18.0% | +420.2% | +384.9% |
| All | +348.6% | -1.5% | +350.2% | +339.0% |
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