+70.1%
CB vs DUOL
-5.7%
+75.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.2% | +3.8% | -1.4% |
| 7D | -0.6% | -7.8% | +7.2% | -0.5% |
| 30D | -3.9% | +11.8% | -15.7% | -4.1% |
| 3M | +4.9% | +24.1% | -19.2% | +4.5% |
| 6M | +3.3% | +43.6% | -40.4% | +2.7% |
| YTD | +8.5% | -16.6% | +25.1% | +8.8% |
| 1Y | +22.1% | -46.0% | +68.1% | +23.2% |
| 3Y | +70.1% | -6.5% | +76.6% | +69.0% |
| All | +70.1% | -5.7% | +75.8% | +69.0% |
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 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