-15.3%
CDW vs DUOL
-1.5%
-13.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.4% | -0.9% |
| 7D | -4.2% | -11.8% | +7.6% | -2.8% |
| 30D | +4.9% | +1.5% | +3.4% | +4.6% |
| 3M | +7.3% | +18.1% | -10.8% | +4.7% |
| 6M | +19.2% | +38.7% | -19.5% | +13.8% |
| YTD | +6.2% | -20.7% | +26.8% | +7.6% |
| 1Y | -14.0% | -49.1% | +35.1% | -9.1% |
| 3Y | -30.0% | -11.0% | -18.9% | -32.5% |
| 5Y | -23.6% | -18.0% | -5.6% | -31.4% |
| All | -15.3% | -1.5% | -13.7% | -24.6% |
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