+23.3%
CAVA vs DUOL
-5.1%
+28.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.3% | -8.7% | -5.6% |
| 7D | -12.4% | -8.6% | -3.8% | -10.3% |
| 30D | -11.2% | +7.2% | -18.4% | -13.5% |
| 3M | -33.8% | +19.1% | -52.9% | -38.1% |
| 6M | -32.5% | +52.5% | -85.0% | -42.1% |
| YTD | -8.0% | -17.3% | +9.3% | -5.9% |
| 1Y | -17.1% | -49.2% | +32.1% | -3.0% |
| 3Y | +37.8% | -7.3% | +45.1% | +28.1% |
| All | +23.3% | -5.1% | +28.4% | +12.8% |
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 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