+52.8%
CME vs DUOL
-7.9%
+60.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.2% | +4.1% | -1.0% |
| 7D | -2.9% | -7.8% | +4.9% | -2.7% |
| 30D | +5.5% | +11.8% | -6.3% | +5.3% |
| 3M | +11.0% | +24.1% | -13.1% | +10.5% |
| 6M | -9.7% | +43.6% | -53.3% | -10.3% |
| YTD | +4.9% | -16.6% | +21.4% | +4.7% |
| 1Y | +10.1% | -46.0% | +56.1% | +10.3% |
| All | +52.8% | -7.9% | +60.7% | +51.1% |
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 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