+33.4%
CL vs DUOL
+9.1%
+24.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.8% | +5.3% | +1.4% |
| 7D | +0.5% | +14.0% | -13.5% | +0.6% |
| 30D | +11.6% | +2.9% | +8.7% | +11.6% |
| 3M | +5.6% | +17.8% | -12.2% | +5.8% |
| 6M | +13.2% | +42.8% | -29.7% | +13.8% |
| YTD | +26.9% | -12.1% | +39.0% | +27.0% |
| 1Y | +27.3% | -23.3% | +50.7% | +27.2% |
| 3Y | +39.7% | -24.0% | +63.7% | +39.7% |
| 5Y | +41.3% | +5.1% | +36.2% | +41.2% |
| All | +33.4% | +9.1% | +24.3% | +33.1% |
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