+180.6%
CEG vs DUOL
-5.7%
+186.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.2% | +5.3% | +0.9% |
| 7D | +6.7% | -7.8% | +14.5% | +8.1% |
| 30D | +11.0% | +11.8% | -0.9% | +8.3% |
| 3M | +19.5% | +24.1% | -4.6% | +13.3% |
| 6M | -5.9% | +43.6% | -49.5% | -14.6% |
| YTD | -15.0% | -16.6% | +1.6% | -12.9% |
| 1Y | +0.6% | -46.0% | +46.7% | +12.4% |
| 3Y | +180.6% | -6.5% | +187.1% | +186.3% |
| All | +180.6% | -5.7% | +186.3% | +186.3% |
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 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