+82.7%
CRS vs DUOL
-51.5%
+134.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.2% |
| 7D | -6.8% | -7.0% | +0.2% | -6.9% |
| 30D | -16.1% | +6.7% | -22.9% | -16.0% |
| 3M | -21.2% | +16.0% | -37.2% | -20.9% |
| 6M | +8.7% | +45.4% | -36.7% | +8.6% |
| YTD | +41.0% | -18.1% | +59.1% | +47.0% |
| 1Y | +82.7% | -53.6% | +136.2% | +105.7% |
| All | +82.7% | -51.5% | +134.2% | +105.7% |
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 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