+32.3%
CP vs DUOL
+9.2%
+23.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.1% | +0.5% |
| 7D | -2.7% | +5.1% | -7.8% | -3.0% |
| 30D | +0.2% | +14.1% | -14.0% | -0.7% |
| 3M | +2.6% | +41.5% | -38.9% | +0.2% |
| 6M | +6.0% | +60.6% | -54.6% | +2.5% |
| YTD | +24.9% | -12.0% | +36.9% | +25.2% |
| 1Y | +20.1% | -43.4% | +63.5% | +23.4% |
| 3Y | +16.4% | +3.7% | +12.7% | +12.3% |
| 5Y | +31.7% | -5.3% | +37.0% | +18.0% |
| All | +32.3% | +9.2% | +23.1% | +15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling