-0.1%
CG vs DUOL
+16.9%
-17.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.0% | -4.0% | 0.0% |
| 7D | +0.2% | +3.0% | -2.9% | -0.5% |
| 30D | +11.2% | +18.3% | -7.1% | +6.8% |
| 3M | -22.1% | +14.7% | -36.8% | -25.0% |
| 6M | -17.9% | +57.5% | -75.4% | -26.7% |
| YTD | -31.3% | -5.8% | -25.5% | -32.6% |
| 1Y | -24.0% | -11.4% | -12.6% | -24.6% |
| 3Y | +45.0% | -22.5% | +67.5% | +38.2% |
| 5Y | -22.6% | +6.6% | -29.3% | -39.7% |
| All | -0.1% | +16.9% | -17.0% | -23.6% |
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