+7.6%
CL vs DUOL
-44.9%
+52.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.2% | +4.8% | -0.5% |
| 7D | -1.4% | -7.8% | +6.4% | -1.5% |
| 30D | -5.2% | +11.8% | -17.0% | -5.0% |
| 3M | +3.3% | +24.1% | -20.8% | +4.2% |
| 6M | -4.4% | +43.6% | -48.0% | -2.4% |
| YTD | +13.9% | -16.6% | +30.5% | +14.0% |
| 1Y | +7.6% | -46.0% | +53.7% | +5.5% |
| All | +7.6% | -44.9% | +52.6% | +5.5% |
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 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