+639.5%
CEG vs DUOL
+78.6%
+560.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.7% | +7.6% | +5.3% |
| 7D | +8.0% | +5.1% | +2.9% | +7.2% |
| 30D | +12.9% | +14.1% | -1.2% | +10.5% |
| 3M | +13.2% | +41.5% | -28.3% | +6.7% |
| 6M | -7.0% | +60.6% | -67.6% | -14.8% |
| YTD | -15.0% | -12.0% | -3.0% | -14.6% |
| 1Y | -2.7% | -43.4% | +40.6% | +3.8% |
| 3Y | +184.1% | +3.7% | +180.3% | +182.4% |
| All | +639.5% | +78.6% | +560.9% | +594.0% |
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