-18.0%
DUOL vs CRL
-37.6%
+19.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -4.0% | -4.6% |
| 7D | -11.8% | -4.6% | -7.2% | -10.4% |
| 30D | +1.5% | +0.5% | +1.0% | +1.2% |
| 3M | +18.1% | +46.6% | -28.5% | +3.3% |
| 6M | +38.7% | +57.3% | -18.6% | +17.2% |
| YTD | -20.7% | +39.5% | -60.2% | -30.3% |
| 1Y | -49.1% | +76.9% | -126.0% | -59.2% |
| 3Y | -11.0% | +39.4% | -50.4% | -27.2% |
| 5Y | -18.0% | -37.2% | +19.2% | -3.8% |
| All | -18.0% | -37.6% | +19.6% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling