+48.8%
CAVA vs DUOL
-9.6%
+58.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.8% |
| 7D | -8.0% | -7.0% | -1.1% | -6.3% |
| 30D | -19.6% | +6.7% | -26.3% | -21.5% |
| 3M | -36.7% | +16.0% | -52.7% | -40.4% |
| 6M | -30.6% | +45.4% | -76.0% | -39.5% |
| YTD | -4.8% | -18.1% | +13.3% | -2.3% |
| 1Y | -13.1% | -53.6% | +40.4% | +4.9% |
| 3Y | +48.8% | -11.0% | +59.7% | +39.4% |
| All | +48.8% | -9.6% | +58.4% | +39.4% |
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