-0.9%
CCL vs DUOL
-11.2%
+10.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.9% | +2.7% | -1.0% |
| 7D | -4.4% | -11.8% | +7.4% | -1.6% |
| 30D | -18.2% | +1.5% | -19.7% | -18.9% |
| 3M | -17.7% | +18.1% | -35.9% | -21.9% |
| 6M | -13.0% | +38.7% | -51.7% | -21.5% |
| YTD | -24.5% | -20.7% | -3.8% | -22.4% |
| 1Y | -26.9% | -49.1% | +22.1% | -17.8% |
| 3Y | +50.8% | -11.0% | +61.8% | +37.1% |
| 5Y | -0.9% | -18.0% | +17.0% | -28.5% |
| All | -0.9% | -11.2% | +10.2% | -28.5% |
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