+20.2%
CL vs DUOL
+9.2%
+11.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.7% |
| 3M | +4.9% | +41.5% | -36.6% | +5.5% |
| 6M | -5.7% | +60.6% | -66.3% | -4.9% |
| YTD | +14.4% | -12.0% | +26.4% | +14.5% |
| 1Y | +8.7% | -43.4% | +52.1% | +8.4% |
| 3Y | +30.0% | +3.7% | +26.3% | +30.3% |
| 5Y | +28.4% | -5.3% | +33.6% | +28.3% |
| All | +20.2% | +9.2% | +11.0% | +20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling