+73.9%
CTVA vs DUOL
-9.6%
+83.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | -4.5% | -7.0% | +2.5% | -4.3% |
| 30D | +11.3% | +6.7% | +4.6% | +11.1% |
| 3M | +12.3% | +16.0% | -3.7% | +11.6% |
| 6M | +7.2% | +45.4% | -38.2% | +5.4% |
| YTD | +26.0% | -18.1% | +44.1% | +27.4% |
| 1Y | +16.0% | -53.6% | +69.6% | +20.8% |
| 3Y | +73.9% | -11.0% | +84.9% | +89.1% |
| All | +73.9% | -9.6% | +83.5% | +89.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling