+32.9%
CMS vs DUOL
+10.8%
+22.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.2% | +0.3% |
| 7D | +0.5% | +22.4% | -21.9% | +0.4% |
| 30D | +7.4% | +4.5% | +2.9% | +7.4% |
| 3M | +1.9% | +14.2% | -12.3% | +1.8% |
| 6M | -2.3% | +45.1% | -47.4% | -2.4% |
| YTD | +3.0% | -10.7% | +13.7% | +3.1% |
| 1Y | -2.8% | -18.7% | +16.0% | -2.6% |
| 3Y | +37.9% | -25.9% | +63.8% | +37.7% |
| 5Y | +34.0% | +5.8% | +28.1% | +30.9% |
| All | +32.9% | +10.8% | +22.1% | +29.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling