+17.3%
CHRW vs DUOL
-43.9%
+61.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.4% | +0.7% |
| 7D | -1.8% | +5.1% | -6.9% | -1.9% |
| 30D | -3.9% | +14.1% | -18.0% | -4.3% |
| 3M | -19.7% | +41.5% | -61.3% | -20.4% |
| 6M | -21.7% | +60.6% | -82.3% | -22.8% |
| YTD | -7.5% | -12.0% | +4.5% | -7.3% |
| 1Y | +17.3% | -43.4% | +60.7% | +20.1% |
| All | +17.3% | -43.9% | +61.2% | +20.1% |
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