-25.6%
CG vs DUOL
-43.9%
+18.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -1.3% |
| 7D | -4.3% | +5.1% | -9.4% | -5.0% |
| 30D | -5.1% | +14.1% | -19.2% | -7.0% |
| 3M | +8.7% | +41.5% | -32.8% | +2.8% |
| 6M | -9.2% | +60.6% | -69.8% | -16.7% |
| YTD | -18.9% | -12.0% | -6.9% | -20.0% |
| 1Y | -25.6% | -43.4% | +17.7% | -25.3% |
| All | -25.6% | -43.9% | +18.2% | -25.3% |
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 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