-14.7%
CDW vs DUOL
-24.0%
+9.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +0.5% |
| 7D | +9.1% | +0.3% | +8.8% | +9.0% |
| 30D | +13.7% | +12.4% | +1.3% | +11.2% |
| 3M | +27.0% | +16.9% | +10.1% | +23.3% |
| 6M | +75.9% | +48.5% | +27.4% | +64.6% |
| YTD | +28.9% | -10.3% | +39.2% | +27.5% |
| 1Y | +19.6% | -15.6% | +35.2% | +19.0% |
| All | -14.7% | -24.0% | +9.2% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling