+29.5%
CL vs DUOL
+2.2%
+27.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.3% | -1.5% |
| 7D | -2.2% | +5.1% | -7.3% | -2.1% |
| 30D | -4.8% | +14.1% | -19.0% | -4.6% |
| 3M | +4.9% | +41.5% | -36.6% | +5.9% |
| 6M | -5.7% | +60.6% | -66.3% | -4.3% |
| YTD | +14.4% | -12.0% | +26.4% | +14.5% |
| 1Y | +8.7% | -43.4% | +52.1% | +8.1% |
| All | +29.5% | +2.2% | +27.3% | +29.0% |
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 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