+144.9%
CTAS vs DUOL
+11.3%
+133.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +0.4% |
| 7D | +0.5% | +0.3% | +0.2% | +0.4% |
| 30D | +10.2% | +12.4% | -2.1% | +8.9% |
| 3M | +12.1% | +16.9% | -4.8% | +10.1% |
| 6M | +38.3% | +48.5% | -10.2% | +32.8% |
| YTD | +21.9% | -10.3% | +32.2% | +21.3% |
| 1Y | +24.0% | -15.6% | +39.7% | +24.0% |
| 3Y | +75.1% | -25.6% | +100.7% | +71.6% |
| 5Y | +116.9% | +1.5% | +115.4% | +93.3% |
| All | +144.9% | +11.3% | +133.5% | +117.7% |
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 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