+607.3%
CEG vs DUOL
+67.8%
+539.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.3% | -7.0% | -3.3% |
| 7D | +0.3% | -8.6% | +8.9% | +1.5% |
| 30D | +2.9% | +7.2% | -4.3% | +1.6% |
| 3M | +18.2% | +19.1% | -0.9% | +14.3% |
| 6M | -9.5% | +52.5% | -62.0% | -16.6% |
| YTD | -18.7% | -17.3% | -1.4% | -17.7% |
| 1Y | -10.1% | -49.2% | +39.1% | -2.6% |
| 3Y | +168.3% | -7.3% | +175.6% | +170.0% |
| All | +607.3% | +67.8% | +539.5% | +569.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling