-0.8%
CMG vs DUOL
-1.5%
+0.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.9% | +2.4% | -1.8% |
| 7D | -6.5% | -11.8% | +5.3% | -4.8% |
| 30D | +12.1% | +1.5% | +10.6% | +11.6% |
| 3M | +20.6% | +18.1% | +2.4% | +16.7% |
| 6M | +2.1% | +38.7% | -36.6% | -3.9% |
| YTD | -2.6% | -20.7% | +18.0% | -1.2% |
| 1Y | -8.7% | -49.1% | +40.4% | -1.9% |
| 3Y | -7.4% | -11.0% | +3.7% | -12.5% |
| 5Y | -5.7% | -18.0% | +12.3% | -18.8% |
| All | -0.8% | -1.5% | +0.7% | -14.9% |
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