+28.5%
CLS vs DUOL
-47.0%
+75.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.3% | -6.8% | -2.5% |
| 7D | +5.0% | -8.6% | +13.6% | +4.9% |
| 30D | +4.8% | +7.2% | -2.4% | +4.8% |
| 3M | -10.4% | +19.1% | -29.4% | -10.3% |
| 6M | +20.8% | +52.5% | -31.7% | +20.1% |
| YTD | +10.0% | -17.3% | +27.3% | +13.8% |
| 1Y | +28.5% | -49.2% | +77.8% | +36.0% |
| All | +28.5% | -47.0% | +75.6% | +36.0% |
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