+43.4%
CI vs DUOL
+9.1%
+34.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.8% | +4.5% | +0.8% |
| 7D | +0.1% | +14.0% | -13.9% | -0.3% |
| 30D | +4.7% | +2.9% | +1.8% | +4.4% |
| 3M | +5.2% | +17.8% | -12.6% | +4.7% |
| 6M | +3.8% | +42.8% | -39.1% | +2.8% |
| YTD | +9.2% | -12.1% | +21.3% | +9.0% |
| 1Y | +14.3% | -23.3% | +37.6% | +14.3% |
| 3Y | +8.4% | -24.0% | +32.5% | +7.2% |
| 5Y | +50.0% | +5.1% | +44.9% | +42.8% |
| All | +43.4% | +9.1% | +34.3% | +36.5% |
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