-53.6%
DUOL vs CRL
+80.5%
-134.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.3% |
| 7D | -7.0% | -3.5% | -3.4% | -6.5% |
| 30D | +6.7% | -2.1% | +8.9% | +7.0% |
| 3M | +16.0% | +48.0% | -31.9% | +7.7% |
| 6M | +45.4% | +64.7% | -19.3% | +31.3% |
| YTD | -18.1% | +39.5% | -57.6% | -23.0% |
| 1Y | -53.6% | +74.2% | -127.7% | -55.4% |
| All | -53.6% | +80.5% | -134.1% | -55.4% |
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