+92.6%
CHRW vs DUOL
-6.6%
+99.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.2% | +6.9% | +1.9% |
| 7D | +1.9% | -7.8% | +9.7% | +2.3% |
| 30D | +0.9% | +11.8% | -10.9% | +0.3% |
| 3M | -19.9% | +24.1% | -44.0% | -20.9% |
| 6M | -15.8% | +43.6% | -59.4% | -17.7% |
| YTD | -5.6% | -16.6% | +11.0% | -5.3% |
| 1Y | +21.0% | -46.0% | +67.1% | +23.8% |
| 3Y | +86.0% | -6.5% | +92.5% | +82.4% |
| All | +92.6% | -6.6% | +99.2% | +80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling