+626.9%
CEG vs DUOL
+61.0%
+566.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.9% | +3.2% | -1.1% |
| 7D | +1.3% | -11.8% | +13.1% | +3.0% |
| 30D | +8.8% | +1.5% | +7.4% | +8.3% |
| 3M | +17.0% | +18.1% | -1.2% | +13.2% |
| 6M | -8.7% | +38.7% | -47.4% | -14.7% |
| YTD | -16.4% | -20.7% | +4.2% | -14.9% |
| 1Y | -1.8% | -49.1% | +47.3% | +6.4% |
| 3Y | +175.8% | -11.0% | +186.8% | +179.1% |
| All | +626.9% | +61.0% | +566.0% | +591.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling