+269.8%
CORZ vs DUOL
-21.3%
+291.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -3.8% | +12.0% | +8.7% |
| 7D | +1.7% | +14.0% | -12.3% | -1.0% |
| 30D | -17.5% | +2.9% | -20.3% | -18.2% |
| 3M | -39.5% | +17.8% | -57.3% | -42.3% |
| 6M | -44.5% | +42.8% | -87.3% | -50.5% |
| YTD | -12.6% | -12.1% | -0.5% | -12.4% |
| 1Y | -37.0% | -23.3% | -13.7% | -34.4% |
| All | +269.8% | -21.3% | +291.1% | +244.6% |
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 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