+10.1%
CVNA vs DUOL
+3.5%
+6.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.2% | +5.4% | +2.8% |
| 7D | +3.5% | -7.8% | +11.3% | +7.7% |
| 30D | +5.5% | +11.8% | -6.4% | -1.6% |
| 3M | +7.6% | +24.1% | -16.5% | -6.4% |
| 6M | +17.6% | +43.6% | -26.0% | -6.9% |
| YTD | -11.5% | -16.6% | +5.1% | -7.8% |
| 1Y | +0.4% | -46.0% | +46.4% | +25.5% |
| 3Y | +695.6% | -6.5% | +702.0% | +485.6% |
| 5Y | +13.6% | -7.4% | +21.0% | -35.7% |
| All | +10.1% | +3.5% | +6.6% | -37.3% |
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