+505.7%
CIFR vs DUOL
-12.4%
+518.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.9% | -3.8% | -7.6% |
| 7D | +11.3% | -11.8% | +23.1% | +14.5% |
| 30D | +3.5% | +1.5% | +2.0% | +2.0% |
| 3M | -26.6% | +18.1% | -44.8% | -32.5% |
| 6M | +18.1% | +38.7% | -20.6% | +0.9% |
| YTD | +14.5% | -20.7% | +35.2% | +18.2% |
| 1Y | +83.3% | -49.1% | +132.4% | +119.4% |
| All | +505.7% | -12.4% | +518.2% | +589.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling