+133.6%
CCL vs DUOL
-20.2%
+153.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.0% | -5.4% | -1.4% |
| 7D | -1.2% | +3.0% | -4.2% | -1.9% |
| 30D | +13.1% | +18.3% | -5.2% | +8.5% |
| 3M | +3.4% | +14.7% | -11.3% | -0.8% |
| 6M | +18.7% | +57.5% | -38.8% | +5.0% |
| YTD | -2.3% | -5.8% | +3.6% | -3.5% |
| 1Y | +14.2% | -11.4% | +25.6% | +14.0% |
| 3Y | +133.6% | -22.5% | +156.1% | +136.6% |
| All | +133.6% | -20.2% | +153.7% | +136.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling