+294.1%
CNQ vs DUOL
+1.6%
+292.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.5% |
| 7D | +0.1% | -7.0% | +7.1% | +0.6% |
| 30D | +6.2% | +6.7% | -0.5% | +5.6% |
| 3M | +12.4% | +16.0% | -3.6% | +10.6% |
| 6M | +9.0% | +45.4% | -36.4% | +5.1% |
| YTD | +52.2% | -18.1% | +70.3% | +53.2% |
| 1Y | +65.0% | -53.6% | +118.6% | +73.4% |
| 3Y | +78.8% | -11.0% | +89.8% | +72.9% |
| 5Y | +286.0% | -17.1% | +303.1% | +240.1% |
| All | +294.1% | +1.6% | +292.5% | +239.9% |
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