+3.7%
DUOL vs CASY
+229.5%
-225.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -14.2% | +9.4% | -0.1% |
| 7D | -11.8% | -16.5% | +4.7% | -6.5% |
| 30D | +1.5% | -26.4% | +27.9% | +11.9% |
| 3M | +18.1% | -17.3% | +35.4% | +24.3% |
| 6M | +38.7% | -5.2% | +43.9% | +36.6% |
| YTD | -20.7% | +14.1% | -34.7% | -28.0% |
| 1Y | -49.1% | +16.6% | -65.7% | -54.3% |
| 3Y | -11.0% | +163.7% | -174.7% | -43.0% |
| 5Y | -18.0% | +231.3% | -249.3% | -51.7% |
| All | +3.7% | +229.5% | -225.8% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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