+19.2%
CL vs DUOL
-1.5%
+20.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | -0.5% |
| 7D | -2.3% | -11.8% | +9.5% | -2.4% |
| 30D | -5.5% | +1.5% | -7.0% | -5.5% |
| 3M | +0.8% | +18.1% | -17.3% | +1.2% |
| 6M | -4.2% | +38.7% | -42.9% | -3.6% |
| YTD | +13.4% | -20.7% | +34.1% | +13.4% |
| 1Y | +7.1% | -49.1% | +56.1% | +6.6% |
| 3Y | +29.0% | -11.0% | +40.1% | +29.1% |
| 5Y | +28.3% | -18.0% | +46.3% | +27.8% |
| All | +19.2% | -1.5% | +20.8% | +18.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling