-22.5%
DUOL vs CRL
+97.9%
-120.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.8% | +5.8% | +5.1% |
| 7D | +3.0% | +0.1% | +2.9% | +3.0% |
| 30D | +18.3% | +11.9% | +6.4% | +14.6% |
| 3M | +14.7% | +20.2% | -5.4% | +9.2% |
| 6M | +57.5% | +107.5% | -50.1% | +31.6% |
| YTD | -5.8% | +69.4% | -75.2% | -17.9% |
| 1Y | -11.4% | +99.7% | -111.1% | -25.7% |
| 3Y | -22.5% | +98.8% | -121.3% | -25.3% |
| All | -22.5% | +97.9% | -120.4% | -25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling