-9.3%
CDW vs DUOL
+9.2%
-18.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.7% |
| 7D | +3.2% | +5.1% | -1.9% | +2.5% |
| 30D | +9.3% | +14.1% | -4.9% | +7.3% |
| 3M | +9.8% | +41.5% | -31.7% | +4.8% |
| 6M | +23.3% | +60.6% | -37.3% | +15.7% |
| YTD | +13.7% | -12.0% | +25.6% | +13.7% |
| 1Y | -6.5% | -43.4% | +36.9% | -2.4% |
| 3Y | -25.2% | +3.7% | -29.0% | -29.2% |
| 5Y | -19.5% | -5.3% | -14.2% | -28.7% |
| All | -9.3% | +9.2% | -18.5% | -20.3% |
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