+103.2%
CB vs DUOL
+4.3%
+98.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -3.9% | -1.8% |
| 7D | +0.2% | +21.9% | -21.7% | -0.4% |
| 30D | +9.1% | +5.7% | +3.3% | +8.8% |
| 3M | +3.4% | +30.9% | -27.5% | +2.5% |
| 6M | +14.1% | +52.8% | -38.7% | +12.7% |
| YTD | +18.0% | -8.6% | +26.6% | +17.8% |
| 1Y | +30.1% | -17.2% | +47.3% | +30.2% |
| 3Y | +71.8% | +2.0% | +69.8% | +68.7% |
| All | +103.2% | +4.3% | +98.9% | +99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling