-64.4%
CSGP vs DUOL
+16.9%
-81.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.0% | -2.2% | +2.0% |
| 7D | +1.3% | +3.0% | -1.7% | +0.7% |
| 30D | +2.8% | +18.3% | -15.5% | -0.7% |
| 3M | -6.3% | +14.7% | -21.0% | -9.3% |
| 6M | -3.2% | +57.5% | -60.6% | -11.3% |
| YTD | -54.0% | -5.8% | -48.1% | -54.6% |
| 1Y | -54.8% | -11.4% | -43.4% | -55.2% |
| 3Y | -60.6% | -22.5% | -38.1% | -62.5% |
| 5Y | -62.6% | +6.6% | -69.3% | -69.7% |
| All | -64.4% | +16.9% | -81.3% | -72.1% |
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