-64.5%
CSGP vs DUOL
+9.2%
-73.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.7% | +0.3% | -2.0% |
| 7D | -4.1% | +5.1% | -9.2% | -4.9% |
| 30D | +2.3% | +14.1% | -11.8% | -0.1% |
| 3M | -8.2% | +41.5% | -49.7% | -13.6% |
| 6M | -35.1% | +60.6% | -95.7% | -40.3% |
| YTD | -54.0% | -12.0% | -42.0% | -53.8% |
| 1Y | -65.3% | -43.4% | -21.9% | -63.2% |
| 3Y | -62.6% | +3.7% | -66.3% | -66.2% |
| 5Y | -64.8% | -5.3% | -59.5% | -70.8% |
| All | -64.5% | +9.2% | -73.7% | -71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling