+15.0%
DUOL vs CASY
+296.1%
-281.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | +5.1% | +0.1% | +5.0% | +5.1% |
| 30D | +14.1% | -11.3% | +25.5% | +18.7% |
| 3M | +41.5% | -0.6% | +42.2% | +40.3% |
| 6M | +60.6% | +10.7% | +49.9% | +50.8% |
| YTD | -12.0% | +37.1% | -49.1% | -24.8% |
| 1Y | -43.4% | +52.3% | -95.7% | -53.7% |
| 3Y | +3.7% | +215.2% | -211.5% | -37.2% |
| 5Y | -5.3% | +276.5% | -281.8% | -44.5% |
| All | +15.0% | +296.1% | -281.0% | -35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling