-60.6%
CPNG vs DUOL
+1.6%
-62.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.3% |
| 7D | -1.1% | -7.0% | +5.9% | +0.7% |
| 30D | -7.4% | +6.7% | -14.1% | -9.3% |
| 3M | -12.3% | +16.0% | -28.4% | -16.9% |
| 6M | -19.4% | +45.4% | -64.9% | -28.8% |
| YTD | -35.9% | -18.1% | -17.8% | -34.5% |
| 1Y | -53.4% | -53.6% | +0.1% | -45.6% |
| 3Y | -20.0% | -11.0% | -9.0% | -33.3% |
| 5Y | -49.6% | -17.1% | -32.4% | -69.4% |
| All | -60.6% | +1.6% | -62.2% | -76.7% |
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