+27.8%
CL vs DUOL
-23.9%
+51.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.8% | +5.3% | +1.5% |
| 7D | +0.5% | +14.0% | -13.5% | +0.3% |
| 30D | +11.6% | +2.9% | +8.7% | +11.1% |
| 3M | +5.6% | +17.8% | -12.2% | +5.5% |
| 6M | +13.2% | +42.8% | -29.7% | +15.0% |
| YTD | +26.9% | -12.1% | +39.0% | +25.1% |
| All | +27.8% | -23.9% | +51.7% | +25.0% |
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