-35.8%
CBRS vs DUOL
+39.7%
-75.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.2% | +0.3% | -7.0% |
| 7D | +15.7% | -7.8% | +23.5% | +12.0% |
| 30D | -11.9% | +11.8% | -23.7% | -6.5% |
| 3M | -16.0% | +24.1% | -40.1% | -12.1% |
| All | -35.8% | +39.7% | -75.5% | -34.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling