+7.0%
DUOL vs CRL
-29.0%
+36.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.6% |
| 7D | -7.0% | -3.5% | -3.4% | -5.9% |
| 30D | +6.7% | -2.1% | +8.9% | +7.3% |
| 3M | +16.0% | +48.0% | -31.9% | +1.1% |
| 6M | +45.4% | +64.7% | -19.3% | +20.8% |
| YTD | -18.1% | +39.5% | -57.6% | -28.1% |
| 1Y | -53.6% | +74.2% | -127.7% | -62.6% |
| 3Y | -11.0% | +39.4% | -50.3% | -27.2% |
| 5Y | -17.1% | -36.9% | +19.8% | -3.8% |
| All | +7.0% | -29.0% | +36.0% | +25.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling