+105.2%
CTVA vs DUOL
-15.6%
+120.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -0.5% |
| 7D | -4.7% | -8.6% | +3.9% | -4.3% |
| 30D | +11.1% | +7.2% | +3.9% | +10.7% |
| 3M | +13.7% | +19.1% | -5.3% | +12.5% |
| 6M | +11.2% | +52.5% | -41.3% | +8.4% |
| YTD | +26.9% | -17.3% | +44.2% | +27.7% |
| 1Y | +18.8% | -49.2% | +68.0% | +22.6% |
| 3Y | +75.9% | -7.3% | +83.2% | +73.8% |
| 5Y | +105.2% | -16.3% | +121.5% | +88.3% |
| All | +105.2% | -15.6% | +120.8% | +88.3% |
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