+87.1%
CFG vs DUOL
+11.3%
+75.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.5% |
| 7D | +1.6% | +0.3% | +1.4% | +1.6% |
| 30D | +3.3% | +12.4% | -9.1% | +2.0% |
| 3M | -11.5% | +16.9% | -28.5% | -13.2% |
| 6M | +6.2% | +48.5% | -42.3% | +1.7% |
| YTD | +14.3% | -10.3% | +24.6% | +13.8% |
| 1Y | +26.7% | -15.6% | +42.4% | +26.7% |
| 3Y | +187.8% | -25.6% | +213.3% | +185.2% |
| 5Y | +61.3% | +1.5% | +59.8% | +46.4% |
| All | +87.1% | +11.3% | +75.7% | +73.4% |
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