+1,312.5%
CLS vs DUOL
-5.7%
+1,318.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -5.2% | +10.9% | +6.9% |
| 7D | +12.8% | -7.8% | +20.6% | +14.9% |
| 30D | +3.8% | +11.8% | -8.0% | +0.3% |
| 3M | -14.6% | +24.1% | -38.7% | -20.5% |
| 6M | +32.2% | +43.6% | -11.4% | +16.7% |
| YTD | +11.6% | -16.6% | +28.2% | +14.5% |
| 1Y | +35.1% | -46.0% | +81.1% | +54.6% |
| 3Y | +1,312.5% | -6.5% | +1,319.0% | +1,159.7% |
| All | +1,312.5% | -5.7% | +1,318.2% | +1,159.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling