+109.6%
CTAS vs DUOL
-11.2%
+120.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.9% | +4.7% | +0.2% |
| 7D | +1.0% | -11.8% | +12.8% | +2.0% |
| 30D | -1.1% | +1.5% | -2.6% | -1.3% |
| 3M | +11.5% | +18.1% | -6.6% | +9.6% |
| 6M | +0.2% | +38.7% | -38.5% | -3.1% |
| YTD | +7.2% | -20.7% | +27.8% | +8.2% |
| 1Y | 0.0% | -49.1% | +49.1% | +4.2% |
| 3Y | +65.9% | -11.0% | +76.9% | +59.5% |
| 5Y | +109.6% | -18.0% | +127.5% | +88.7% |
| All | +109.6% | -11.2% | +120.7% | +88.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling