+153.3%
CMI vs DUOL
-9.6%
+162.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.2% |
| 7D | -0.7% | -7.0% | +6.3% | -0.5% |
| 30D | -12.4% | +6.7% | -19.1% | -12.6% |
| 3M | -14.8% | +16.0% | -30.8% | -15.5% |
| 6M | +0.8% | +45.4% | -44.6% | -1.7% |
| YTD | +10.2% | -18.1% | +28.3% | +11.8% |
| 1Y | +37.4% | -53.6% | +91.0% | +45.6% |
| 3Y | +153.3% | -11.0% | +164.3% | +152.8% |
| All | +153.3% | -9.6% | +162.9% | +152.8% |
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