+3.3%
CRM vs DUOL
+1.6%
+1.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +3.0% | +2.2% |
| 7D | -4.4% | -7.0% | +2.5% | -2.9% |
| 30D | +28.1% | +6.7% | +21.4% | +26.2% |
| 3M | +48.8% | +16.0% | +32.8% | +43.5% |
| 6M | +28.3% | +45.4% | -17.2% | +17.4% |
| YTD | -6.0% | -18.1% | +12.1% | -3.7% |
| 1Y | +1.4% | -53.6% | +55.0% | +15.0% |
| 3Y | +11.8% | -11.0% | +22.8% | +2.9% |
| 5Y | -2.0% | -17.1% | +15.1% | -23.2% |
| All | +3.3% | +1.6% | +1.7% | -16.7% |
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