+15.0%
DUOL vs CPB
-41.6%
+56.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.4% | +0.6% | -2.7% |
| 7D | +5.1% | -8.6% | +13.7% | +5.1% |
| 30D | +14.1% | -7.2% | +21.4% | +14.1% |
| 3M | +41.5% | +0.9% | +40.6% | +41.9% |
| 6M | +60.6% | -11.8% | +72.4% | +59.1% |
| YTD | -12.0% | -19.4% | +7.4% | -13.5% |
| 1Y | -43.4% | -30.4% | -13.0% | -45.1% |
| 3Y | +3.7% | -40.2% | +43.9% | -0.5% |
| 5Y | -5.3% | -39.5% | +34.2% | -3.1% |
| All | +15.0% | -41.6% | +56.6% | +13.4% |
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