+38.0%
CMS vs DUOL
-0.2%
+38.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.3% |
| 7D | -0.5% | +21.9% | -22.4% | -0.4% |
| 30D | +7.2% | +5.7% | +1.4% | +7.2% |
| 3M | -1.3% | +30.9% | -32.1% | -1.0% |
| 6M | -4.3% | +52.8% | -57.1% | -3.8% |
| YTD | +2.1% | -8.6% | +10.7% | +2.4% |
| 1Y | -0.6% | -17.2% | +16.6% | -0.3% |
| 3Y | +38.0% | +2.0% | +36.1% | +40.2% |
| All | +38.0% | -0.2% | +38.3% | +40.2% |
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 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