+202.0%
CAT vs DUOL
+10.8%
+191.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.0% | -2.4% |
| 7D | -6.3% | +22.4% | -28.7% | -7.2% |
| 30D | -26.8% | +4.5% | -31.3% | -27.0% |
| 3M | -30.0% | +14.2% | -44.2% | -30.7% |
| 6M | -34.6% | +45.1% | -79.7% | -36.5% |
| YTD | +2.9% | -10.7% | +13.6% | +3.3% |
| 1Y | +3.3% | -18.7% | +22.0% | +4.3% |
| 3Y | +153.7% | -25.9% | +179.6% | +152.2% |
| 5Y | +207.3% | +5.8% | +201.5% | +185.2% |
| All | +202.0% | +10.8% | +191.2% | +178.7% |
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