+102.4%
CDNS vs DUOL
+9.2%
+93.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.7% | -1.2% | -3.5% |
| 7D | -14.0% | +5.1% | -19.1% | -14.9% |
| 30D | -13.2% | +14.1% | -27.3% | -15.8% |
| 3M | -28.9% | +41.5% | -70.4% | -34.3% |
| 6M | -4.2% | +60.6% | -64.8% | -14.1% |
| YTD | -6.4% | -12.0% | +5.6% | -6.3% |
| 1Y | -16.2% | -43.4% | +27.1% | -10.2% |
| 3Y | +20.2% | +3.7% | +16.5% | +9.0% |
| 5Y | +76.6% | -5.3% | +81.9% | +44.8% |
| All | +102.4% | +9.2% | +93.2% | +66.2% |
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