+1.9%
CVNA vs DUOL
+1.6%
+0.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.1% |
| 7D | -7.3% | -7.0% | -0.3% | -4.1% |
| 30D | -4.6% | +6.7% | -11.3% | -9.1% |
| 3M | +2.0% | +16.0% | -14.0% | -8.2% |
| 6M | +11.7% | +45.4% | -33.7% | -12.1% |
| YTD | -18.1% | -18.1% | +0.1% | -14.0% |
| 1Y | -2.4% | -53.6% | +51.2% | +33.0% |
| 3Y | +580.6% | -11.0% | +591.5% | +414.7% |
| 5Y | +4.9% | -17.1% | +22.0% | -40.2% |
| All | +1.9% | +1.6% | +0.3% | -41.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling