+36.1%
CVS vs DUOL
+3.5%
+32.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.5% | -0.6% |
| 7D | -1.6% | -7.8% | +6.2% | -1.4% |
| 30D | +0.4% | +11.8% | -11.4% | +0.1% |
| 3M | -0.4% | +24.1% | -24.5% | -1.1% |
| 6M | +25.1% | +43.6% | -18.5% | +23.7% |
| YTD | +23.9% | -16.6% | +40.5% | +24.4% |
| 1Y | +41.1% | -46.0% | +87.1% | +43.1% |
| 3Y | +63.6% | -6.5% | +70.1% | +63.1% |
| 5Y | +31.5% | -7.4% | +38.9% | +29.2% |
| All | +36.1% | +3.5% | +32.6% | +33.6% |
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 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