-17.1%
CTSH vs DUOL
-11.2%
-5.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.9% | +2.0% | -2.3% |
| 7D | -8.2% | -11.8% | +3.6% | -6.9% |
| 30D | +0.4% | +1.5% | -1.1% | +0.2% |
| 3M | +10.6% | +18.1% | -7.6% | +8.4% |
| 6M | -8.8% | +38.7% | -47.5% | -12.3% |
| YTD | -28.6% | -20.7% | -7.9% | -27.8% |
| 1Y | -15.9% | -49.1% | +33.2% | -12.1% |
| 3Y | -13.9% | -11.0% | -2.8% | -16.5% |
| 5Y | -17.1% | -18.0% | +0.9% | -24.5% |
| All | -17.1% | -11.2% | -5.9% | -24.5% |
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