-6.4%
CARR vs DUOL
-51.5%
+45.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.5% | +1.4% |
| 7D | -3.8% | -7.0% | +3.2% | -4.0% |
| 30D | -8.9% | +6.7% | -15.6% | -8.7% |
| 3M | -17.3% | +16.0% | -33.3% | -16.9% |
| 6M | -1.4% | +45.4% | -46.8% | -0.7% |
| YTD | +10.0% | -18.1% | +28.1% | +14.7% |
| 1Y | -6.4% | -53.6% | +47.2% | +0.4% |
| All | -6.4% | -51.5% | +45.1% | +0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling