+100.1%
CDNS vs DUOL
+1.6%
+98.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.7% |
| 7D | -1.1% | -7.0% | +5.8% | +0.1% |
| 30D | -10.4% | +6.7% | -17.2% | -12.0% |
| 3M | -24.6% | +16.0% | -40.6% | -27.6% |
| 6M | -1.6% | +45.4% | -47.0% | -10.1% |
| YTD | -7.4% | -18.1% | +10.7% | -6.2% |
| 1Y | -18.4% | -53.6% | +35.1% | -9.0% |
| 3Y | +19.0% | -11.0% | +29.9% | +10.9% |
| 5Y | +73.4% | -17.1% | +90.5% | +43.8% |
| All | +100.1% | +1.6% | +98.5% | +66.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling