-13.3%
CLF vs DUOL
+2.2%
-15.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.7% | +4.5% | +2.2% |
| 7D | +7.6% | +5.1% | +2.5% | +6.7% |
| 30D | -1.2% | +14.1% | -15.3% | -3.5% |
| 3M | -13.4% | +41.5% | -54.9% | -18.7% |
| 6M | +15.4% | +60.6% | -45.2% | +4.9% |
| YTD | -5.9% | -12.0% | +6.1% | -5.0% |
| 1Y | +18.8% | -43.4% | +62.2% | +29.1% |
| All | -13.3% | +2.2% | -15.5% | -9.9% |
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