+98.5%
CFG vs DUOL
-1.5%
+100.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +4.0% | -0.5% |
| 7D | -0.6% | -11.8% | +11.2% | +0.4% |
| 30D | -4.5% | +1.5% | -6.0% | -4.8% |
| 3M | +6.3% | +18.1% | -11.8% | +4.3% |
| 6M | +20.6% | +38.7% | -18.1% | +16.2% |
| YTD | +21.2% | -20.7% | +41.9% | +22.4% |
| 1Y | +38.2% | -49.1% | +87.3% | +44.2% |
| 3Y | +185.9% | -11.0% | +197.0% | +180.6% |
| 5Y | +97.0% | -18.0% | +115.0% | +80.5% |
| All | +98.5% | -1.5% | +100.0% | +86.5% |
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