-61.9%
CSGP vs DUOL
-23.0%
-38.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.5% | -3.2% |
| 7D | -3.2% | +22.4% | -25.6% | -7.0% |
| 30D | +2.2% | +4.5% | -2.3% | +0.9% |
| 3M | -3.7% | +14.2% | -17.9% | -6.5% |
| 6M | -7.4% | +45.1% | -52.5% | -13.6% |
| YTD | -54.9% | -10.7% | -44.2% | -55.7% |
| 1Y | -54.9% | -18.7% | -36.1% | -55.3% |
| 3Y | -61.9% | -25.9% | -36.0% | -62.3% |
| All | -61.9% | -23.0% | -38.9% | -62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling