-10.8%
CHRW vs DUOL
-19.2%
+8.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +0.6% |
| 7D | +4.7% | +0.3% | +4.5% | +4.7% |
| 30D | -2.6% | +12.4% | -15.0% | -3.1% |
| 3M | -8.0% | +16.9% | -24.9% | -8.6% |
| 6M | -19.0% | +48.5% | -67.5% | -19.8% |
| YTD | -15.5% | -10.3% | -5.2% | -16.3% |
| 1Y | -10.8% | -15.6% | +4.8% | -11.6% |
| All | -10.8% | -19.2% | +8.4% | -11.6% |
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 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