+17.9%
CARR vs DUOL
+2.7%
+15.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.3% | -6.5% | -2.7% |
| 7D | -4.1% | -8.6% | +4.5% | -3.3% |
| 30D | -11.0% | +7.2% | -18.1% | -11.8% |
| 3M | -16.4% | +19.1% | -35.4% | -18.4% |
| 6M | -2.4% | +52.5% | -54.9% | -7.8% |
| YTD | +8.4% | -17.3% | +25.7% | +9.5% |
| 1Y | -8.0% | -49.2% | +41.2% | -2.3% |
| 3Y | +0.6% | -7.3% | +7.8% | -3.3% |
| 5Y | +7.7% | -16.3% | +24.0% | -6.6% |
| All | +17.9% | +2.7% | +15.2% | +3.2% |
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