-29.6%
CLS vs DUOL
-38.2%
+8.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +26.0% | -35.0% | -7.1% |
| 7D | -21.1% | +19.3% | -40.4% | -19.6% |
| 30D | -38.2% | +9.6% | -47.9% | -37.0% |
| 3M | -36.3% | +17.1% | -53.4% | -35.1% |
| 6M | -43.8% | +46.3% | -90.1% | -43.0% |
| YTD | -20.0% | -8.1% | -11.9% | -14.3% |
| 1Y | -29.6% | -38.5% | +8.9% | -20.6% |
| All | -29.6% | -38.2% | +8.6% | -20.6% |
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