-25.9%
CCJ vs DUOL
-38.2%
+12.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +26.0% | -27.2% | -1.1% |
| 7D | -14.5% | +19.3% | -33.8% | -14.4% |
| 30D | -18.1% | +9.6% | -27.7% | -17.9% |
| 3M | -23.0% | +17.1% | -40.1% | -23.0% |
| 6M | -39.4% | +46.3% | -85.7% | -39.9% |
| YTD | -21.7% | -8.1% | -13.5% | -17.2% |
| 1Y | -25.9% | -38.5% | +12.5% | -15.7% |
| All | -25.9% | -38.2% | +12.3% | -15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling