+120.1%
CB vs DUOL
+9.2%
+110.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -1.9% |
| 7D | +0.5% | +5.1% | -4.6% | +0.4% |
| 30D | -3.1% | +14.1% | -17.3% | -3.4% |
| 3M | +9.0% | +41.5% | -32.6% | +8.1% |
| 6M | +2.9% | +60.6% | -57.8% | +1.7% |
| YTD | +10.1% | -12.0% | +22.1% | +10.2% |
| 1Y | +22.8% | -43.4% | +66.1% | +23.9% |
| 3Y | +73.8% | +3.7% | +70.1% | +71.4% |
| 5Y | +99.2% | -5.3% | +104.4% | +92.5% |
| All | +120.1% | +9.2% | +110.9% | +116.1% |
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