+319.5%
CAT vs DUOL
+9.2%
+310.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.5% | +1.9% |
| 7D | +1.7% | +5.1% | -3.4% | +1.4% |
| 30D | -6.6% | +14.1% | -20.7% | -7.3% |
| 3M | -13.3% | +41.5% | -54.8% | -15.4% |
| 6M | +11.6% | +60.6% | -49.0% | +7.4% |
| YTD | +42.9% | -12.0% | +54.9% | +43.8% |
| 1Y | +95.4% | -43.4% | +138.8% | +102.3% |
| 3Y | +196.6% | +3.7% | +192.9% | +188.1% |
| 5Y | +321.7% | -5.3% | +326.9% | +289.7% |
| All | +319.5% | +9.2% | +310.3% | +288.0% |
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 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