+3.7%
DUOL vs CLBK
+44.5%
-40.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.3% | -3.6% | -4.6% |
| 7D | -11.8% | -1.5% | -10.3% | -11.5% |
| 30D | +1.5% | +6.7% | -5.2% | 0.0% |
| 3M | +18.1% | +21.2% | -3.0% | +13.1% |
| 6M | +38.7% | +42.0% | -3.3% | +27.9% |
| YTD | -20.7% | +63.3% | -83.9% | -29.2% |
| 1Y | -49.1% | +65.4% | -114.5% | -54.8% |
| 3Y | -11.0% | +52.5% | -63.5% | -20.7% |
| 5Y | -18.0% | +42.0% | -59.9% | -25.3% |
| All | +3.7% | +44.5% | -40.8% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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