+101.5%
CFG vs DUOL
-10.4%
+111.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.2% | +4.1% | -0.7% |
| 7D | +2.7% | -7.8% | +10.5% | +3.4% |
| 30D | -3.7% | +11.8% | -15.5% | -4.8% |
| 3M | +9.5% | +24.1% | -14.6% | +6.9% |
| 6M | +22.2% | +43.6% | -21.4% | +17.3% |
| YTD | +22.3% | -16.6% | +38.9% | +23.0% |
| 1Y | +39.4% | -46.0% | +85.5% | +45.0% |
| 3Y | +188.5% | -6.5% | +195.0% | +181.2% |
| 5Y | +101.5% | -7.4% | +109.0% | +86.0% |
| All | +101.5% | -10.4% | +111.9% | +86.0% |
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