-49.9%
CCI vs DUOL
+3.5%
-53.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.2% | +5.4% | +0.5% |
| 7D | +0.2% | -7.8% | +8.0% | +0.6% |
| 30D | +0.5% | +11.8% | -11.3% | -0.2% |
| 3M | -16.3% | +24.1% | -40.4% | -17.4% |
| 6M | -13.9% | +43.6% | -57.6% | -15.9% |
| YTD | -12.4% | -16.6% | +4.1% | -12.2% |
| 1Y | -15.2% | -46.0% | +30.9% | -13.2% |
| 3Y | -9.9% | -6.5% | -3.4% | -13.9% |
| 5Y | -50.8% | -7.4% | -43.4% | -55.4% |
| All | -49.9% | +3.5% | -53.5% | -54.8% |
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