+483.9%
CCJ vs DUOL
+3.5%
+480.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.2% | +6.4% | +2.1% |
| 7D | +5.9% | -7.8% | +13.7% | +7.3% |
| 30D | +4.7% | +11.8% | -7.1% | +2.4% |
| 3M | -3.3% | +24.1% | -27.4% | -7.8% |
| 6M | -7.0% | +43.6% | -50.7% | -14.3% |
| YTD | +11.5% | -16.6% | +28.0% | +12.5% |
| 1Y | +32.3% | -46.0% | +78.3% | +42.5% |
| 3Y | +176.8% | -6.5% | +183.3% | +152.1% |
| 5Y | +351.8% | -7.4% | +359.2% | +269.0% |
| All | +483.9% | +3.5% | +480.4% | +356.0% |
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 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