+135.5%
CVE vs DUOL
+4.3%
+131.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.7% | -0.7% |
| 7D | -16.1% | +21.9% | -38.0% | -17.7% |
| 30D | -10.4% | +5.7% | -16.1% | -11.1% |
| 3M | -2.4% | +30.9% | -33.2% | -5.3% |
| 6M | -4.4% | +52.8% | -57.2% | -9.4% |
| YTD | +64.9% | -8.6% | +73.5% | +64.0% |
| 1Y | +66.0% | -17.2% | +83.2% | +66.7% |
| 3Y | +57.7% | +2.0% | +55.7% | +48.2% |
| All | +135.5% | +4.3% | +131.3% | +105.4% |
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 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