-27.1%
CLX vs DUOL
+16.9%
-44.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.0% | -3.8% | +1.1% |
| 7D | +9.5% | +3.0% | +6.5% | +9.4% |
| 30D | +30.7% | +18.3% | +12.4% | +30.2% |
| 3M | +4.2% | +14.7% | -10.5% | +3.9% |
| 6M | +22.1% | +57.5% | -35.4% | +21.4% |
| YTD | +14.1% | -5.8% | +19.9% | +13.8% |
| 1Y | +10.3% | -11.4% | +21.7% | +10.1% |
| 3Y | -7.8% | -22.5% | +14.7% | -8.1% |
| 5Y | -20.8% | +6.6% | -27.5% | -22.5% |
| All | -27.1% | +16.9% | -44.1% | -30.7% |
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 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