-47.8%
CLF vs DUOL
+3.5%
-51.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.2% | +3.5% | -0.8% |
| 7D | +6.5% | -7.8% | +14.3% | +7.8% |
| 30D | +0.2% | +11.8% | -11.6% | -1.9% |
| 3M | -3.1% | +24.1% | -27.2% | -7.3% |
| 6M | +25.0% | +43.6% | -18.6% | +15.4% |
| YTD | -7.5% | -16.6% | +9.1% | -6.6% |
| 1Y | +11.5% | -46.0% | +57.6% | +20.6% |
| 3Y | -13.7% | -6.5% | -7.2% | -18.2% |
| 5Y | -47.0% | -7.4% | -39.6% | -53.8% |
| All | -47.8% | +3.5% | -51.4% | -55.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling