+102.5%
CFG vs DUOL
+9.2%
+93.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.7% | +0.2% |
| 7D | +1.5% | +5.1% | -3.6% | +1.1% |
| 30D | -3.8% | +14.1% | -18.0% | -5.1% |
| 3M | +11.5% | +41.5% | -30.0% | +7.8% |
| 6M | +19.2% | +60.6% | -41.4% | +13.5% |
| YTD | +23.7% | -12.0% | +35.7% | +23.9% |
| 1Y | +38.8% | -43.4% | +82.2% | +43.6% |
| 3Y | +178.9% | +3.7% | +175.2% | +170.5% |
| 5Y | +101.8% | -5.3% | +107.1% | +83.6% |
| All | +102.5% | +9.2% | +93.3% | +88.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling