-1.6%
CDW vs DUOL
-5.7%
+4.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.8% | -2.6% | +1.5% |
| 7D | +2.6% | +1.8% | +0.8% | +2.3% |
| 30D | +20.4% | +11.1% | +9.3% | +18.2% |
| 3M | +28.5% | +21.2% | +7.3% | +24.6% |
| 6M | +70.6% | +56.1% | +14.5% | +59.5% |
| YTD | +29.1% | -6.5% | +35.6% | +27.5% |
| 1Y | +23.8% | -15.8% | +39.6% | +23.6% |
| 3Y | -14.5% | -22.4% | +7.9% | -16.8% |
| 5Y | -1.6% | +8.3% | -9.9% | -13.0% |
| All | -1.6% | -5.7% | +4.2% | -13.0% |
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