+2,735.2%
CLS vs DUOL
+11.3%
+2,723.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.1% | +8.7% | +5.3% |
| 7D | +23.5% | +0.3% | +23.3% | +23.4% |
| 30D | -28.9% | +12.4% | -41.3% | -31.1% |
| 3M | -25.2% | +16.9% | -42.1% | -28.7% |
| 6M | -32.1% | +48.5% | -80.6% | -39.0% |
| YTD | -14.1% | -10.3% | -3.8% | -15.4% |
| 1Y | -24.1% | -15.6% | -8.4% | -24.2% |
| 3Y | +897.0% | -25.6% | +922.6% | +893.4% |
| 5Y | +2,089.9% | +1.5% | +2,088.4% | +1,761.0% |
| All | +2,735.2% | +11.3% | +2,723.8% | +2,373.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling