-79.8%
CHTR vs DUOL
+1.6%
-81.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +3.8% |
| 7D | -4.1% | -7.0% | +2.9% | -3.3% |
| 30D | -3.0% | +6.7% | -9.7% | -3.7% |
| 3M | +4.8% | +16.0% | -11.3% | +2.8% |
| 6M | -35.0% | +45.4% | -80.4% | -37.8% |
| YTD | -30.2% | -18.1% | -12.0% | -29.6% |
| 1Y | -44.8% | -53.6% | +8.8% | -41.4% |
| 3Y | -66.6% | -11.0% | -55.6% | -67.6% |
| 5Y | -81.5% | -17.1% | -64.4% | -83.4% |
| All | -79.8% | +1.6% | -81.4% | -81.9% |
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