-22.8%
CDW vs DUOL
-10.4%
-12.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.2% | 0.0% | -4.6% |
| 7D | -3.9% | -7.8% | +3.9% | -2.9% |
| 30D | +6.9% | +11.8% | -4.9% | +5.4% |
| 3M | +7.7% | +24.1% | -16.4% | +4.4% |
| 6M | +18.3% | +43.6% | -25.3% | +12.4% |
| YTD | +7.8% | -16.6% | +24.3% | +8.6% |
| 1Y | -12.2% | -46.0% | +33.9% | -7.7% |
| 3Y | -28.9% | -6.5% | -22.5% | -32.0% |
| 5Y | -22.8% | -7.4% | -15.4% | -32.4% |
| All | -22.8% | -10.4% | -12.4% | -32.4% |
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 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