+149.7%
CVE vs DUOL
+7.6%
+142.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.8% | -2.1% | +2.3% |
| 7D | +0.1% | +1.8% | -1.7% | -0.1% |
| 30D | -10.8% | +11.1% | -21.9% | -11.9% |
| 3M | -4.3% | +21.2% | -25.5% | -6.5% |
| 6M | -1.5% | +56.1% | -57.5% | -6.7% |
| YTD | +70.7% | -6.5% | +77.2% | +69.5% |
| 1Y | +58.1% | -15.8% | +73.9% | +58.6% |
| 3Y | +69.8% | -22.4% | +92.3% | +65.4% |
| All | +149.7% | +7.6% | +142.1% | +119.9% |
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