-32.5%
CG vs DUOL
-47.0%
+14.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.3% | -6.6% | -2.9% |
| 7D | -9.8% | -8.6% | -1.2% | -8.7% |
| 30D | -10.3% | +7.2% | -17.5% | -11.3% |
| 3M | -1.7% | +19.1% | -20.7% | -4.5% |
| 6M | -9.8% | +52.5% | -62.3% | -16.5% |
| YTD | -25.6% | -17.3% | -8.3% | -26.2% |
| 1Y | -32.5% | -49.2% | +16.7% | -30.8% |
| All | -32.5% | -47.0% | +14.5% | -30.8% |
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