+345.5%
CVE vs DUOL
+9.2%
+336.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -1.1% |
| 7D | +2.5% | +5.1% | -2.6% | +2.1% |
| 30D | +16.7% | +14.1% | +2.6% | +15.2% |
| 3M | +9.3% | +41.5% | -32.2% | +5.3% |
| 6M | +43.6% | +60.6% | -17.0% | +36.3% |
| YTD | +93.6% | -12.0% | +105.6% | +93.9% |
| 1Y | +98.8% | -43.4% | +142.1% | +106.6% |
| 3Y | +73.6% | +3.7% | +69.9% | +64.6% |
| 5Y | +312.5% | -5.3% | +317.8% | +258.6% |
| All | +345.5% | +9.2% | +336.3% | +279.0% |
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