+10.9%
CMG vs DUOL
-38.2%
+49.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +26.0% | -20.2% | +3.0% |
| 7D | +22.5% | +19.3% | +3.2% | +19.8% |
| 30D | +14.1% | +9.6% | +4.5% | +12.3% |
| 3M | +4.1% | +17.1% | -13.0% | +1.5% |
| 6M | +10.1% | +46.3% | -36.2% | +3.3% |
| YTD | -4.9% | -8.1% | +3.2% | -5.5% |
| 1Y | +10.9% | -38.5% | +49.4% | +18.1% |
| All | +10.9% | -38.2% | +49.1% | +18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling