+28.8%
CMS vs DUOL
-1.5%
+30.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +4.0% | -0.9% |
| 7D | +0.2% | -11.8% | +12.0% | +0.2% |
| 30D | -1.3% | +1.5% | -2.8% | -1.3% |
| 3M | -5.4% | +18.1% | -23.5% | -5.4% |
| 6M | -10.3% | +38.7% | -49.0% | -10.4% |
| YTD | -0.2% | -20.7% | +20.4% | 0.0% |
| 1Y | -0.9% | -49.1% | +48.2% | -0.4% |
| 3Y | +34.0% | -11.0% | +45.0% | +33.3% |
| 5Y | +23.6% | -18.0% | +41.5% | +21.5% |
| All | +28.8% | -1.5% | +30.3% | +25.8% |
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 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