-64.1%
CSGP vs DUOL
+9.1%
-73.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.8% | +6.1% | +2.9% |
| 7D | -1.8% | +14.0% | -15.9% | -4.6% |
| 30D | +5.3% | +2.9% | +2.4% | +4.2% |
| 3M | +3.3% | +17.8% | -14.5% | -0.3% |
| 6M | -4.7% | +42.8% | -47.5% | -11.2% |
| YTD | -53.5% | -12.1% | -41.4% | -53.6% |
| 1Y | -53.7% | -23.3% | -30.4% | -53.0% |
| 3Y | -59.7% | -24.0% | -35.7% | -61.5% |
| 5Y | -62.5% | +5.1% | -67.6% | -69.4% |
| All | -64.1% | +9.1% | -73.2% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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