+186.5%
CF vs DUOL
+10.8%
+175.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.5% |
| 7D | +4.8% | +22.4% | -17.6% | +3.3% |
| 30D | +9.7% | +4.5% | +5.2% | +9.2% |
| 3M | +1.2% | +14.2% | -13.0% | 0.0% |
| 6M | +7.4% | +45.1% | -37.7% | +3.9% |
| YTD | +60.5% | -10.7% | +71.3% | +60.5% |
| 1Y | +50.7% | -18.7% | +69.5% | +51.7% |
| 3Y | +64.8% | -25.9% | +90.7% | +62.3% |
| 5Y | +115.8% | +5.8% | +110.0% | +93.7% |
| All | +186.5% | +10.8% | +175.7% | +153.2% |
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