+15.0%
CNH vs DUOL
+9.2%
+5.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.7% | +6.8% | +4.2% |
| 7D | +23.3% | +5.1% | +18.2% | +22.8% |
| 30D | +33.5% | +14.1% | +19.3% | +31.9% |
| 3M | +32.7% | +41.5% | -8.8% | +28.6% |
| 6M | +22.2% | +60.6% | -38.4% | +16.5% |
| YTD | +57.7% | -12.0% | +69.7% | +58.6% |
| 1Y | +28.0% | -43.4% | +71.3% | +33.6% |
| 3Y | +11.5% | +3.7% | +7.8% | +6.9% |
| 5Y | +11.9% | -5.3% | +17.1% | +1.5% |
| All | +15.0% | +9.2% | +5.7% | +3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling