-41.8%
CLF vs DUOL
+11.7%
-53.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.0% | -8.2% | -3.9% |
| 7D | +10.4% | +3.0% | +7.3% | +9.8% |
| 30D | +0.6% | +18.3% | -17.8% | -2.8% |
| 3M | +4.1% | +14.7% | -10.6% | +0.6% |
| 6M | +15.1% | +57.5% | -42.4% | +4.2% |
| YTD | -4.7% | -5.8% | +1.1% | -6.4% |
| 1Y | +20.4% | -11.4% | +31.7% | +19.3% |
| 3Y | -23.4% | -22.5% | -0.9% | -25.1% |
| All | -41.8% | +11.7% | -53.5% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling