+22.3%
CTAS vs DUOL
-15.3%
+37.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +0.3% |
| 7D | +0.5% | +0.3% | +0.2% | +0.5% |
| 30D | +10.2% | +12.4% | -2.1% | +9.2% |
| 3M | +12.1% | +16.9% | -4.8% | +10.6% |
| 6M | +38.3% | +48.5% | -10.2% | +35.1% |
| YTD | +21.9% | -10.3% | +32.2% | +19.6% |
| All | +22.3% | -15.3% | +37.6% | +20.2% |
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