+101.5%
CRH vs DUOL
+1.6%
+99.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | -6.1% | -7.0% | +0.9% | -5.2% |
| 30D | -9.3% | +6.7% | -16.0% | -10.3% |
| 3M | -15.2% | +16.0% | -31.2% | -17.4% |
| 6M | -14.2% | +45.4% | -59.6% | -19.4% |
| YTD | -28.3% | -18.1% | -10.1% | -27.3% |
| 1Y | -21.8% | -53.6% | +31.8% | -15.1% |
| 3Y | +71.6% | -11.0% | +82.6% | +68.3% |
| 5Y | +96.6% | -17.1% | +113.7% | +78.4% |
| All | +101.5% | +1.6% | +99.9% | +89.3% |
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