-60.3%
CSGP vs DUOL
-0.2%
-60.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.2% | -6.8% | -5.0% |
| 7D | +1.3% | +21.9% | -20.6% | -2.5% |
| 30D | +10.7% | +5.7% | +5.0% | +9.1% |
| 3M | +3.3% | +30.9% | -27.6% | -1.8% |
| 6M | -10.3% | +52.8% | -63.1% | -16.7% |
| YTD | -54.6% | -8.6% | -46.0% | -55.5% |
| 1Y | -54.6% | -17.2% | -37.4% | -55.2% |
| 3Y | -60.3% | +2.0% | -62.3% | -62.1% |
| All | -60.3% | -0.2% | -60.1% | -62.1% |
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 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