+8.4%
CNH vs DUOL
+1.6%
+6.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | -5.7% | -7.0% | +1.3% | -5.2% |
| 30D | +26.6% | +6.7% | +19.8% | +25.8% |
| 3M | +31.1% | +16.0% | +15.1% | +29.1% |
| 6M | +24.9% | +45.4% | -20.5% | +20.0% |
| YTD | +48.7% | -18.1% | +66.8% | +50.3% |
| 1Y | +22.2% | -53.6% | +75.8% | +30.0% |
| 3Y | +7.4% | -11.0% | +18.4% | +4.3% |
| 5Y | +10.8% | -17.1% | +28.0% | +1.1% |
| All | +8.4% | +1.6% | +6.8% | -1.8% |
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