+4.7%
CCL vs DUOL
+9.2%
-4.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.9% | +0.7% |
| 7D | -5.0% | +5.1% | -10.1% | -6.2% |
| 30D | -20.3% | +14.1% | -34.5% | -23.2% |
| 3M | -15.1% | +41.5% | -56.7% | -22.7% |
| 6M | -15.1% | +60.6% | -75.7% | -25.8% |
| YTD | -21.8% | -12.0% | -9.8% | -21.5% |
| 1Y | -24.8% | -43.4% | +18.6% | -17.6% |
| 3Y | +51.9% | +3.7% | +48.1% | +34.1% |
| 5Y | +4.0% | -5.3% | +9.3% | -25.0% |
| All | +4.7% | +9.2% | -4.6% | -23.1% |
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