+25.5%
CP vs DUOL
+0.2%
+25.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.8% | +5.9% | +2.3% |
| 7D | +2.8% | +14.0% | -11.3% | +1.7% |
| 30D | +11.3% | +2.9% | +8.4% | +10.8% |
| 3M | +2.9% | +17.8% | -15.0% | +1.3% |
| 6M | +9.8% | +42.8% | -33.1% | +6.4% |
| YTD | +28.5% | -12.1% | +40.6% | +28.4% |
| 1Y | +33.5% | -23.3% | +56.8% | +34.7% |
| 3Y | +31.9% | -24.0% | +56.0% | +29.4% |
| 5Y | +25.5% | +5.1% | +20.4% | +10.5% |
| All | +25.5% | +0.2% | +25.3% | +10.5% |
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