+112.8%
CART vs DUOL
-0.2%
+113.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.1% |
| 7D | +3.0% | +21.9% | -19.0% | -1.7% |
| 30D | +28.6% | +5.7% | +22.8% | +26.2% |
| 3M | +29.1% | +30.9% | -1.8% | +20.8% |
| 6M | +44.7% | +52.8% | -8.0% | +30.2% |
| YTD | +29.2% | -8.6% | +37.8% | +27.5% |
| 1Y | +66.2% | -17.2% | +83.4% | +67.0% |
| 3Y | +112.8% | +2.0% | +110.9% | +140.0% |
| All | +112.8% | -0.2% | +113.1% | +140.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling