+848.2%
CLS vs DUOL
-20.7%
+868.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +4.8% | +3.7% | +7.6% |
| 7D | +2.8% | +1.8% | +1.0% | +2.4% |
| 30D | -30.1% | +11.1% | -41.2% | -32.1% |
| 3M | -21.7% | +21.2% | -42.9% | -26.4% |
| 6M | -36.2% | +56.1% | -92.3% | -44.8% |
| YTD | -17.8% | -6.5% | -11.3% | -18.4% |
| 1Y | -26.8% | -15.8% | -11.0% | -24.7% |
| All | +848.2% | -20.7% | +868.9% | +810.3% |
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