+87.0%
CFG vs DUOL
+10.8%
+76.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.6% |
| 7D | +0.7% | +22.4% | -21.7% | -1.2% |
| 30D | +2.8% | +4.5% | -1.7% | +2.1% |
| 3M | -10.1% | +14.2% | -24.3% | -11.5% |
| 6M | +3.2% | +45.1% | -41.9% | -1.0% |
| YTD | +14.2% | -10.7% | +24.9% | +13.8% |
| 1Y | +27.4% | -18.7% | +46.1% | +27.8% |
| 3Y | +187.6% | -25.9% | +213.5% | +185.2% |
| 5Y | +65.7% | +5.8% | +59.9% | +50.8% |
| All | +87.0% | +10.8% | +76.2% | +73.3% |
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