+3,767.7%
CLS vs DUOL
+1.6%
+3,766.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.0% | +7.6% | +6.8% |
| 7D | +10.9% | -7.0% | +17.9% | +12.3% |
| 30D | +2.1% | +6.7% | -4.6% | +0.2% |
| 3M | -10.2% | +16.0% | -26.2% | -13.9% |
| 6M | +30.4% | +45.4% | -15.0% | +18.2% |
| YTD | +17.2% | -18.1% | +35.4% | +18.9% |
| 1Y | +41.0% | -53.6% | +94.6% | +59.6% |
| 3Y | +1,338.0% | -11.0% | +1,348.9% | +1,309.4% |
| 5Y | +3,860.6% | -17.1% | +3,877.7% | +3,374.6% |
| All | +3,767.7% | +1.6% | +3,766.1% | +3,376.5% |
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