-12.0%
CHYM vs DUOL
-69.5%
+57.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +4.3% | -9.7% | -6.4% |
| 7D | -2.9% | -8.6% | +5.7% | -1.0% |
| 30D | +3.0% | +7.2% | -4.2% | +0.7% |
| 3M | +98.7% | +19.1% | +79.7% | +85.6% |
| 6M | +46.4% | +52.5% | -6.1% | +24.6% |
| YTD | +29.8% | -17.3% | +47.1% | +30.6% |
| 1Y | +40.5% | -49.2% | +89.7% | +55.5% |
| All | -12.0% | -69.5% | +57.5% | -9.0% |
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