-9.5%
DUOL vs CGNX
-25.4%
+16.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.1% | -5.1% | -2.5% |
| 7D | -7.0% | +3.2% | -10.1% | -8.0% |
| 30D | +6.7% | +6.0% | +0.7% | +3.5% |
| 3M | +16.0% | +3.5% | +12.5% | +11.4% |
| 6M | +45.4% | +26.3% | +19.1% | +26.5% |
| YTD | -18.1% | +79.2% | -97.4% | -41.9% |
| 1Y | -53.6% | +43.8% | -97.3% | -63.6% |
| 3Y | -11.0% | +52.0% | -62.9% | -38.0% |
| All | -9.5% | -25.4% | +16.0% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling