-8.7%
CTSH vs DUOL
+2.7%
-11.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.0% | -0.3% |
| 7D | -9.8% | -8.6% | -1.2% | -8.9% |
| 30D | +0.1% | +7.2% | -7.1% | -0.7% |
| 3M | +13.2% | +19.1% | -5.8% | +10.9% |
| 6M | -6.2% | +52.5% | -58.7% | -10.5% |
| YTD | -28.5% | -17.3% | -11.2% | -28.0% |
| 1Y | -13.8% | -49.2% | +35.5% | -10.0% |
| 3Y | -13.7% | -7.3% | -6.4% | -16.5% |
| 5Y | -16.7% | -16.3% | -0.4% | -24.3% |
| All | -8.7% | +2.7% | -11.3% | -16.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling