+70.8%
CDNS vs DUOL
-15.6%
+86.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.1% | -0.7% |
| 7D | -6.5% | -8.6% | +2.1% | -5.0% |
| 30D | -13.0% | +7.2% | -20.2% | -14.6% |
| 3M | -26.0% | +19.1% | -45.1% | -29.4% |
| 6M | -2.8% | +52.5% | -55.4% | -12.3% |
| YTD | -8.8% | -17.3% | +8.4% | -7.8% |
| 1Y | -15.8% | -49.2% | +33.4% | -7.6% |
| 3Y | +19.7% | -7.3% | +27.0% | +10.3% |
| 5Y | +70.8% | -16.3% | +87.0% | +39.8% |
| All | +70.8% | -15.6% | +86.4% | +39.8% |
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