-7.4%
DUOL vs CPB
-38.5%
+31.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.8% | -7.0% | -5.2% |
| 7D | -7.8% | -8.2% | +0.4% | -7.8% |
| 30D | +11.8% | -5.6% | +17.4% | +11.8% |
| 3M | +24.1% | +3.0% | +21.1% | +24.5% |
| 6M | +43.6% | -12.7% | +56.3% | +41.7% |
| YTD | -16.6% | -18.0% | +1.4% | -18.1% |
| 1Y | -46.0% | -31.7% | -14.3% | -48.1% |
| 3Y | -6.5% | -41.0% | +34.5% | -10.7% |
| 5Y | -7.4% | -38.4% | +31.0% | -7.9% |
| All | -7.4% | -38.5% | +31.1% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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