+3.0%
CDW vs DUOL
+16.1%
-13.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.8% | -2.6% | +1.6% |
| 7D | +2.6% | +1.8% | +0.8% | +2.3% |
| 30D | +20.4% | +11.1% | +9.3% | +18.4% |
| 3M | +28.5% | +21.2% | +7.3% | +24.8% |
| 6M | +70.6% | +56.1% | +14.5% | +60.1% |
| YTD | +29.1% | -6.5% | +35.6% | +27.6% |
| 1Y | +23.8% | -15.8% | +39.6% | +23.6% |
| 3Y | -14.5% | -22.4% | +7.9% | -16.5% |
| 5Y | -1.6% | +8.3% | -9.9% | -14.4% |
| All | +3.0% | +16.1% | -13.1% | -10.6% |
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 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