+23.1%
DUOL vs CPB
-37.0%
+60.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.1% | +1.9% | +4.9% |
| 7D | +3.0% | -1.6% | +4.6% | +3.1% |
| 30D | +18.3% | +19.2% | -0.9% | +18.2% |
| 3M | +14.7% | -1.0% | +15.7% | +14.5% |
| 6M | +57.5% | +15.2% | +42.3% | +58.2% |
| YTD | -5.8% | -13.1% | +7.3% | -7.6% |
| 1Y | -11.4% | -22.4% | +11.1% | -14.0% |
| 3Y | -22.5% | -35.3% | +12.8% | -26.0% |
| 5Y | +6.6% | -33.0% | +39.6% | +10.4% |
| All | +23.1% | -37.0% | +60.1% | +21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling