-50.2%
CCI vs DUOL
+1.6%
-51.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.4% |
| 7D | -0.3% | -7.0% | +6.7% | +0.1% |
| 30D | +2.2% | +6.7% | -4.5% | +1.8% |
| 3M | -16.9% | +16.0% | -32.9% | -17.7% |
| 6M | -11.5% | +45.4% | -56.9% | -13.6% |
| YTD | -12.8% | -18.1% | +5.3% | -12.5% |
| 1Y | -17.1% | -53.6% | +36.5% | -14.5% |
| 3Y | -9.6% | -11.0% | +1.3% | -13.4% |
| 5Y | -48.9% | -17.1% | -31.8% | -53.8% |
| All | -50.2% | +1.6% | -51.8% | -55.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling