+113.6%
CTAS vs DUOL
+2.7%
+110.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -1.1% |
| 7D | -1.3% | -8.6% | +7.3% | -0.6% |
| 30D | -3.1% | +7.2% | -10.3% | -3.8% |
| 3M | +10.3% | +19.1% | -8.8% | +8.4% |
| 6M | +1.6% | +52.5% | -50.9% | -2.4% |
| YTD | +6.3% | -17.3% | +23.6% | +6.9% |
| 1Y | -0.5% | -49.2% | +48.7% | +3.7% |
| 3Y | +64.6% | -7.3% | +71.8% | +58.0% |
| 5Y | +106.0% | -16.3% | +122.3% | +86.2% |
| All | +113.6% | +2.7% | +110.9% | +91.8% |
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