-38.5%
DUOL vs CRL
+85.3%
-123.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.0% | -7.3% | +33.3% | +26.0% |
| 7D | +19.3% | -12.8% | +32.0% | +20.1% |
| 30D | +9.6% | +5.0% | +4.6% | +7.8% |
| 3M | +17.1% | +39.4% | -22.3% | +9.9% |
| 6M | +46.3% | +89.4% | -43.0% | +28.7% |
| YTD | -8.1% | +63.6% | -71.7% | -15.8% |
| 1Y | -38.5% | +83.5% | -121.9% | -43.4% |
| All | -38.5% | +85.3% | -123.8% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling