+314.9%
CAT vs DUOL
+2.7%
+312.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.3% | -5.5% | -1.5% |
| 7D | +0.6% | -8.6% | +9.2% | +1.0% |
| 30D | -4.5% | +7.2% | -11.7% | -5.0% |
| 3M | -5.8% | +19.1% | -24.9% | -7.2% |
| 6M | +12.7% | +52.5% | -39.8% | +8.8% |
| YTD | +41.4% | -17.3% | +58.7% | +42.6% |
| 1Y | +92.1% | -49.2% | +141.3% | +100.2% |
| 3Y | +197.5% | -7.3% | +204.7% | +190.7% |
| 5Y | +327.9% | -16.3% | +344.2% | +296.5% |
| All | +314.9% | +2.7% | +312.3% | +284.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling