+31.8%
CMS vs DUOL
+11.3%
+20.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -0.6% |
| 7D | -1.3% | +0.3% | -1.5% | -1.3% |
| 30D | +5.3% | +12.4% | -7.1% | +5.2% |
| 3M | -0.3% | +16.9% | -17.3% | -0.4% |
| 6M | -4.0% | +48.5% | -52.5% | -4.1% |
| YTD | +2.1% | -10.3% | +12.4% | +2.3% |
| 1Y | -4.7% | -15.6% | +10.9% | -4.6% |
| 3Y | +36.8% | -25.6% | +62.4% | +36.6% |
| 5Y | +34.9% | +1.5% | +33.3% | +31.7% |
| All | +31.8% | +11.3% | +20.5% | +28.7% |
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