+69.9%
CNP vs DUOL
-11.2%
+81.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +4.0% | -0.8% |
| 7D | +0.7% | -11.8% | +12.4% | +0.8% |
| 30D | -0.1% | +1.5% | -1.6% | -0.1% |
| 3M | -5.6% | +18.1% | -23.8% | -6.0% |
| 6M | -7.5% | +38.7% | -46.1% | -8.1% |
| YTD | +5.5% | -20.7% | +26.2% | +5.9% |
| 1Y | +8.3% | -49.1% | +57.4% | +9.8% |
| 3Y | +51.8% | -11.0% | +62.8% | +50.4% |
| 5Y | +69.9% | -18.0% | +87.9% | +60.6% |
| All | +69.9% | -11.2% | +81.0% | +60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling