+17.3%
DUOL vs CASY
+270.5%
-253.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.0% | -3.7% |
| 7D | +0.3% | +2.5% | -2.2% | -0.5% |
| 30D | +12.4% | +10.2% | +2.1% | +8.9% |
| 3M | +16.9% | -15.7% | +32.6% | +23.2% |
| 6M | +48.5% | -18.4% | +66.9% | +57.0% |
| YTD | -10.3% | +28.3% | -38.6% | -21.8% |
| 1Y | -15.6% | +32.6% | -48.2% | -27.5% |
| 3Y | -25.6% | +159.5% | -185.1% | -51.6% |
| 5Y | +1.5% | +263.9% | -262.4% | -42.7% |
| All | +17.3% | +270.5% | -253.3% | -32.4% |
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