+15.0%
DUOL vs CRL
-26.4%
+41.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.1% | -2.2% |
| 7D | +5.1% | -1.0% | +6.1% | +5.4% |
| 30D | +14.1% | +10.7% | +3.5% | +10.3% |
| 3M | +41.5% | +55.3% | -13.8% | +21.5% |
| 6M | +60.6% | +60.7% | 0.0% | +34.8% |
| YTD | -12.0% | +44.6% | -56.6% | -23.6% |
| 1Y | -43.4% | +77.7% | -121.1% | -54.7% |
| 3Y | +3.7% | +37.6% | -33.9% | -14.0% |
| 5Y | -5.3% | -35.8% | +30.6% | +9.3% |
| All | +15.0% | -26.4% | +41.5% | +33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling