+61.7%
CF vs DUOL
-43.9%
+105.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.5% | -3.2% |
| 7D | +6.0% | +5.1% | +0.9% | +5.9% |
| 30D | +14.8% | +14.1% | +0.7% | +14.6% |
| 3M | +14.1% | +41.5% | -27.5% | +13.1% |
| 6M | +28.5% | +60.6% | -32.1% | +26.2% |
| YTD | +74.9% | -12.0% | +86.9% | +81.4% |
| 1Y | +61.7% | -43.4% | +105.0% | +75.3% |
| All | +61.7% | -43.9% | +105.5% | +75.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling