+130.1%
CEG vs DUOL
-20.7%
+150.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.8% | -2.2% | +1.9% |
| 7D | +11.8% | +1.8% | +10.0% | +11.4% |
| 30D | -6.5% | +11.1% | -17.6% | -8.7% |
| 3M | -1.2% | +21.2% | -22.3% | -5.6% |
| 6M | -8.0% | +56.1% | -64.1% | -18.2% |
| YTD | -21.9% | -6.5% | -15.4% | -21.9% |
| 1Y | -21.4% | -15.8% | -5.7% | -19.5% |
| All | +130.1% | -20.7% | +150.8% | +123.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling