+32.1%
CL vs DUOL
-38.2%
+70.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +26.0% | -22.7% | +3.1% |
| 7D | +7.7% | +19.3% | -11.6% | +7.4% |
| 30D | +15.2% | +9.6% | +5.6% | +14.8% |
| 3M | +7.3% | +17.1% | -9.7% | +7.1% |
| 6M | +17.0% | +46.3% | -29.3% | +18.3% |
| YTD | +28.0% | -8.1% | +36.1% | +28.2% |
| 1Y | +32.1% | -38.5% | +70.6% | +32.7% |
| All | +32.1% | -38.2% | +70.3% | +32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling