+520.6%
CIEN vs DUOL
-15.6%
+536.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.3% | -1.4% |
| 7D | +5.4% | -8.6% | +14.0% | +6.2% |
| 30D | -13.7% | +7.2% | -20.8% | -14.5% |
| 3M | -23.0% | +19.1% | -42.1% | -25.2% |
| 6M | -0.8% | +52.5% | -53.3% | -7.3% |
| YTD | +43.1% | -17.3% | +60.3% | +44.4% |
| 1Y | +157.6% | -49.2% | +206.9% | +176.1% |
| 3Y | +593.8% | -7.3% | +601.1% | +573.7% |
| 5Y | +520.6% | -16.3% | +536.9% | +437.5% |
| All | +520.6% | -15.6% | +536.2% | +437.5% |
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 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