-22.3%
CLF vs DUOL
-23.0%
+0.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.6% | +3.3% | +4.7% |
| 7D | -9.1% | +22.4% | -31.5% | -11.9% |
| 30D | -0.9% | +4.5% | -5.4% | -1.8% |
| 3M | +3.0% | +14.2% | -11.2% | 0.0% |
| 6M | +16.7% | +45.1% | -28.4% | +7.5% |
| YTD | -3.2% | -10.7% | +7.6% | -2.7% |
| 1Y | +24.6% | -18.7% | +43.4% | +27.2% |
| 3Y | -22.3% | -25.9% | +3.6% | -16.9% |
| All | -22.3% | -23.0% | +0.7% | -16.9% |
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