+28.0%
CB vs DUOL
-11.1%
+39.1%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.0% | -3.9% | +0.9% |
| 7D | +2.9% | +3.0% | -0.1% | +2.8% |
| 30D | +7.3% | +18.3% | -11.0% | +6.4% |
| 3M | +9.4% | +14.7% | -5.3% | +8.6% |
| 6M | +19.6% | +57.5% | -37.8% | +19.0% |
| YTD | +21.5% | -5.8% | +27.3% | +22.1% |
| 1Y | +28.0% | -11.4% | +39.4% | +28.6% |
| All | +28.0% | -11.1% | +39.1% | +28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling