+6.1%
CRBG vs DUOL
-41.9%
+48.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.5% |
| 7D | +5.7% | +5.1% | +0.6% | +5.0% |
| 30D | +2.6% | +14.1% | -11.5% | +0.6% |
| 3M | +31.6% | +41.5% | -9.9% | +24.2% |
| 6M | +32.8% | +60.6% | -27.8% | +21.6% |
| YTD | +16.5% | -12.0% | +28.4% | +15.2% |
| All | +6.1% | -41.9% | +48.0% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling