+18.0%
CG vs DUOL
+9.2%
+8.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -1.1% |
| 7D | -4.3% | +5.1% | -9.4% | -5.4% |
| 30D | -5.1% | +14.1% | -19.2% | -7.9% |
| 3M | +8.7% | +41.5% | -32.8% | +0.2% |
| 6M | -9.2% | +60.6% | -69.8% | -19.2% |
| YTD | -18.9% | -12.0% | -6.9% | -18.5% |
| 1Y | -25.6% | -43.4% | +17.7% | -19.7% |
| 3Y | +57.3% | +3.7% | +53.6% | +40.6% |
| 5Y | +10.2% | -5.3% | +15.4% | -12.0% |
| All | +18.0% | +9.2% | +8.8% | -7.8% |
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 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