+115.6%
CRBG vs DUOL
+43.0%
+72.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.5% | +1.6% |
| 7D | +0.6% | -7.0% | +7.6% | +1.6% |
| 30D | +2.6% | +6.7% | -4.1% | +1.4% |
| 3M | +24.0% | +16.0% | +8.0% | +20.4% |
| 6M | +50.5% | +45.4% | +5.1% | +40.6% |
| YTD | +17.1% | -18.1% | +35.3% | +18.3% |
| 1Y | +5.9% | -53.6% | +59.4% | +14.7% |
| 3Y | +122.7% | -11.0% | +133.7% | +114.9% |
| All | +115.6% | +43.0% | +72.6% | +87.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling