+11.8%
CLF vs DUOL
-48.8%
+60.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.3% | -1.4% |
| 7D | -2.7% | -11.8% | +9.1% | -2.0% |
| 30D | -3.2% | +1.5% | -4.7% | -3.4% |
| 3M | -5.0% | +18.1% | -23.1% | -6.5% |
| 6M | +26.6% | +38.7% | -12.1% | +21.4% |
| YTD | -9.0% | -20.7% | +11.7% | -5.0% |
| 1Y | +11.8% | -49.1% | +60.9% | +25.7% |
| All | +11.8% | -48.8% | +60.7% | +25.7% |
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