+169.8%
CMI vs DUOL
-1.5%
+171.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.7% | -1.0% |
| 7D | +0.7% | -11.8% | +12.5% | +1.2% |
| 30D | -12.3% | +1.5% | -13.8% | -12.4% |
| 3M | -16.8% | +18.1% | -34.9% | -17.8% |
| 6M | +1.5% | +38.7% | -37.1% | -0.9% |
| YTD | +9.8% | -20.7% | +30.5% | +10.8% |
| 1Y | +42.6% | -49.1% | +91.7% | +47.3% |
| 3Y | +151.0% | -11.0% | +162.0% | +147.8% |
| 5Y | +167.0% | -18.0% | +185.0% | +150.8% |
| All | +169.8% | -1.5% | +171.3% | +156.2% |
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