+38.4%
CFG vs DUOL
-47.0%
+85.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | +0.2% |
| 7D | -1.7% | -8.6% | +6.9% | -1.4% |
| 30D | -4.6% | +7.2% | -11.8% | -4.9% |
| 3M | +7.9% | +19.1% | -11.2% | +6.9% |
| 6M | +19.9% | +52.5% | -32.6% | +16.5% |
| YTD | +21.7% | -17.3% | +39.0% | +22.6% |
| 1Y | +38.4% | -49.2% | +87.7% | +45.5% |
| All | +38.4% | -47.0% | +85.5% | +45.5% |
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 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