+30.1%
CP vs DUOL
-1.5%
+31.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.7% | -0.9% |
| 7D | +0.6% | -11.8% | +12.4% | +1.3% |
| 30D | -0.5% | +1.5% | -2.0% | -0.7% |
| 3M | +0.1% | +18.1% | -18.1% | -1.2% |
| 6M | +7.8% | +38.7% | -30.8% | +5.2% |
| YTD | +22.9% | -20.7% | +43.5% | +23.8% |
| 1Y | +21.3% | -49.1% | +70.4% | +25.3% |
| 3Y | +20.4% | -11.0% | +31.4% | +17.2% |
| 5Y | +34.9% | -18.0% | +52.9% | +21.4% |
| All | +30.1% | -1.5% | +31.6% | +14.1% |
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