+140.3%
CB vs DUOL
+11.3%
+128.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +0.5% |
| 7D | 0.0% | +0.3% | -0.2% | 0.0% |
| 30D | +7.4% | +12.4% | -5.0% | +7.0% |
| 3M | +8.6% | +16.9% | -8.3% | +8.0% |
| 6M | +16.1% | +48.5% | -32.3% | +14.9% |
| YTD | +20.2% | -10.3% | +30.5% | +20.1% |
| 1Y | +27.2% | -15.6% | +42.8% | +27.2% |
| 3Y | +72.7% | -25.6% | +98.3% | +71.7% |
| 5Y | +105.9% | +1.5% | +104.4% | +98.1% |
| All | +140.3% | +11.3% | +128.9% | +135.5% |
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