+179.3%
CF vs DUOL
+9.1%
+170.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.8% | +0.1% |
| 7D | -0.9% | +14.0% | -14.9% | -1.9% |
| 30D | +6.9% | +2.9% | +4.1% | +6.5% |
| 3M | +4.8% | +17.8% | -13.0% | +3.3% |
| 6M | +4.7% | +42.8% | -38.2% | +1.4% |
| YTD | +56.5% | -12.1% | +68.6% | +56.6% |
| 1Y | +48.4% | -23.3% | +71.8% | +50.0% |
| 3Y | +59.1% | -24.0% | +83.2% | +56.3% |
| 5Y | +109.5% | +5.1% | +104.4% | +88.1% |
| All | +179.3% | +9.1% | +170.2% | +147.1% |
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