+22.4%
CP vs DUOL
-0.5%
+22.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.1% | +0.4% |
| 7D | -2.7% | +5.1% | -7.8% | -2.9% |
| 30D | +0.2% | +14.1% | -14.0% | -0.5% |
| 3M | +2.6% | +41.5% | -38.9% | +0.9% |
| 6M | +6.0% | +60.6% | -54.6% | +3.4% |
| YTD | +24.9% | -12.0% | +36.9% | +25.6% |
| 1Y | +20.1% | -43.4% | +63.5% | +23.4% |
| All | +22.4% | -0.5% | +22.9% | +22.6% |
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