+87.9%
CHRW vs DUOL
+9.2%
+78.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +1.2% |
| 7D | -1.4% | +5.1% | -6.5% | -1.7% |
| 30D | -3.5% | +14.1% | -17.6% | -4.2% |
| 3M | -19.4% | +41.5% | -60.9% | -20.9% |
| 6M | -21.4% | +60.6% | -82.0% | -23.5% |
| YTD | -7.1% | -12.0% | +4.9% | -7.1% |
| 1Y | +17.8% | -43.4% | +61.2% | +20.1% |
| 3Y | +78.8% | +3.7% | +75.1% | +74.8% |
| 5Y | +83.5% | -5.3% | +88.8% | +72.2% |
| All | +87.9% | +9.2% | +78.6% | +76.6% |
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 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