+201.7%
CAT vs DUOL
+2.2%
+199.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.5% | +1.8% |
| 7D | +1.7% | +5.1% | -3.4% | +1.5% |
| 30D | -6.6% | +14.1% | -20.7% | -7.1% |
| 3M | -13.3% | +41.5% | -54.8% | -15.2% |
| 6M | +11.6% | +60.6% | -49.0% | +7.4% |
| YTD | +42.9% | -12.0% | +54.9% | +45.4% |
| 1Y | +95.4% | -43.4% | +138.8% | +106.2% |
| All | +201.7% | +2.2% | +199.5% | +189.2% |
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 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