-63.1%
CSGP vs DUOL
+6.7%
-69.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.5% | -3.2% |
| 7D | -3.2% | +22.4% | -25.6% | -7.1% |
| 30D | +2.2% | +4.5% | -2.3% | +0.8% |
| 3M | -3.7% | +14.2% | -17.9% | -6.6% |
| 6M | -7.4% | +45.1% | -52.5% | -14.2% |
| YTD | -54.9% | -10.7% | -44.2% | -55.2% |
| 1Y | -54.9% | -18.7% | -36.1% | -54.6% |
| 3Y | -61.9% | -25.9% | -36.0% | -63.6% |
| 5Y | -63.1% | +5.8% | -68.9% | -69.9% |
| All | -63.1% | +6.7% | -69.8% | -69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling