+3,386.0%
CLS vs DUOL
+9.2%
+3,376.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.6% | +1.3% |
| 7D | +4.6% | +5.1% | -0.5% | +3.5% |
| 30D | -13.9% | +14.1% | -28.0% | -16.3% |
| 3M | -26.6% | +41.5% | -68.1% | -32.2% |
| 6M | +15.4% | +60.6% | -45.2% | +2.6% |
| YTD | +5.7% | -12.0% | +17.7% | +5.8% |
| 1Y | +41.1% | -43.4% | +84.5% | +53.0% |
| 3Y | +1,228.6% | +3.7% | +1,224.9% | +1,171.7% |
| 5Y | +3,240.6% | -5.3% | +3,245.9% | +2,813.9% |
| All | +3,386.0% | +9.2% | +3,376.8% | +2,995.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling