+49.2%
CF vs DUOL
-18.4%
+67.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.7% |
| 7D | +4.8% | +22.4% | -17.6% | +6.2% |
| 30D | +9.7% | +4.5% | +5.2% | +10.7% |
| 3M | +1.2% | +14.2% | -13.0% | +2.7% |
| 6M | +7.4% | +45.1% | -37.7% | +10.5% |
| YTD | +60.5% | -10.7% | +71.3% | +67.9% |
| All | +49.2% | -18.4% | +67.7% | +56.8% |
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