+109.4%
CTVA vs DUOL
-1.5%
+110.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.9% | +3.5% | -1.1% |
| 7D | -5.8% | -11.8% | +6.0% | -5.3% |
| 30D | +11.1% | +1.5% | +9.6% | +11.0% |
| 3M | +13.2% | +18.1% | -4.9% | +12.2% |
| 6M | +8.7% | +38.7% | -29.9% | +6.7% |
| YTD | +27.3% | -20.7% | +47.9% | +28.3% |
| 1Y | +18.0% | -49.1% | +67.1% | +21.5% |
| 3Y | +76.5% | -11.0% | +87.5% | +75.4% |
| 5Y | +105.1% | -18.0% | +123.1% | +88.6% |
| All | +109.4% | -1.5% | +110.9% | +98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling