+303.7%
CCJ vs DUOL
-15.6%
+319.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.3% | -7.2% | -3.6% |
| 7D | -3.2% | -8.6% | +5.4% | -1.9% |
| 30D | -1.3% | +7.2% | -8.5% | -2.8% |
| 3M | +2.5% | +19.1% | -16.5% | -1.5% |
| 6M | -18.9% | +52.5% | -71.4% | -25.9% |
| YTD | +6.5% | -17.3% | +23.8% | +7.6% |
| 1Y | +22.8% | -49.2% | +72.1% | +33.7% |
| 3Y | +164.5% | -7.3% | +171.7% | +141.6% |
| 5Y | +303.7% | -16.3% | +320.0% | +229.4% |
| All | +303.7% | -15.6% | +319.3% | +229.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling