+31.5%
CP vs DUOL
-10.4%
+41.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.7% | -0.2% |
| 7D | +2.4% | -7.8% | +10.2% | +2.9% |
| 30D | -0.5% | +11.8% | -12.4% | -1.3% |
| 3M | +1.4% | +24.1% | -22.7% | -0.1% |
| 6M | +10.3% | +43.6% | -33.3% | +7.4% |
| YTD | +24.3% | -16.6% | +40.9% | +25.0% |
| 1Y | +20.4% | -46.0% | +66.5% | +24.0% |
| 3Y | +21.8% | -6.5% | +28.2% | +18.2% |
| 5Y | +31.5% | -7.4% | +38.9% | +17.0% |
| All | +31.5% | -10.4% | +41.9% | +17.0% |
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