+110.9%
CF vs DUOL
+11.7%
+99.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.0% | -4.9% | -0.2% |
| 7D | +4.8% | +3.0% | +1.7% | +4.6% |
| 30D | +4.7% | +18.3% | -13.6% | +3.3% |
| 3M | +7.4% | +14.7% | -7.3% | +6.1% |
| 6M | +0.6% | +57.5% | -56.9% | -3.4% |
| YTD | +64.1% | -5.8% | +69.9% | +63.6% |
| 1Y | +51.4% | -11.4% | +62.8% | +51.6% |
| 3Y | +67.8% | -22.5% | +90.3% | +64.3% |
| All | +110.9% | +11.7% | +99.2% | +94.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling