-43.4%
DUOL vs CGNX
+42.4%
-85.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.4% | -5.1% | -2.9% |
| 7D | +5.1% | +3.0% | +2.1% | +4.9% |
| 30D | +14.1% | -11.8% | +26.0% | +15.4% |
| 3M | +41.5% | -3.6% | +45.1% | +40.9% |
| 6M | +60.6% | +17.4% | +43.2% | +52.6% |
| YTD | -12.0% | +73.7% | -85.7% | -27.3% |
| 1Y | -43.4% | +41.5% | -84.9% | -49.5% |
| All | -43.4% | +42.4% | -85.8% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 1y: compounded portfolio wealth divided by compounded CGNX 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…
1y analysis · Full analysis span regression · 6 months rolling