-55.8%
CSGP vs DUOL
-14.5%
-41.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.8% | -5.0% | -1.6% |
| 7D | -7.1% | +1.8% | -8.9% | -7.7% |
| 30D | +3.6% | +11.1% | -7.5% | -0.4% |
| 3M | -2.7% | +21.2% | -23.9% | -9.5% |
| 6M | -8.1% | +56.1% | -64.1% | -20.9% |
| YTD | -55.0% | -6.5% | -48.5% | -59.0% |
| 1Y | -55.8% | -15.8% | -40.0% | -59.2% |
| All | -55.8% | -14.5% | -41.2% | -59.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling