+1,181.1%
CRS vs DUOL
-1.5%
+1,182.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | +0.6% |
| 7D | -0.5% | -11.8% | +11.2% | +1.1% |
| 30D | -18.1% | +1.5% | -19.6% | -18.5% |
| 3M | -12.4% | +18.1% | -30.6% | -15.2% |
| 6M | +15.9% | +38.7% | -22.7% | +9.0% |
| YTD | +45.8% | -20.7% | +66.5% | +48.3% |
| 1Y | +87.8% | -49.1% | +136.8% | +102.2% |
| 3Y | +648.7% | -11.0% | +659.8% | +633.9% |
| 5Y | +1,416.6% | -18.0% | +1,434.6% | +1,244.6% |
| All | +1,181.1% | -1.5% | +1,182.6% | +1,028.9% |
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