-42.4%
CLX vs DUOL
+1.6%
-44.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.1% |
| 7D | -5.7% | -7.0% | +1.3% | -5.6% |
| 30D | -17.0% | +6.7% | -23.7% | -17.1% |
| 3M | -9.7% | +16.0% | -25.7% | -9.8% |
| 6M | -19.8% | +45.4% | -65.2% | -20.0% |
| YTD | -9.8% | -18.1% | +8.3% | -9.7% |
| 1Y | -26.2% | -53.6% | +27.4% | -25.8% |
| 3Y | -36.2% | -11.0% | -25.2% | -36.2% |
| 5Y | -38.3% | -17.1% | -21.2% | -39.5% |
| All | -42.4% | +1.6% | -44.0% | -45.1% |
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