Typical causes of light bulbs burning out quickly are:
* poor environment (dirty, dusty, wet)
* over-voltage in the circuit
You've already checked for the first one.
Overheating typically happens when someone places a larger bulb in a fixture than it is rated to handle, like a 100W bulb in a 60W fixture. But since it happened with a CFL bulb (which runs much cooler, generally), this seems less likely. But check it after it's been on for an hour or so and see if it seems real hot.
Vibration is often a problem with outdoor lights. Often they are mounted high up, and wind alone can cause excessive vibration. You can check this by seeing if the fixture is securely mounted, and if it holds the bulb securely, without too much wiggle or potential vibration.
Finally, over-voltage -- more than the normal 120V in the circuit. You can check that with a meter, but it also seems unlikely. In houses, the most common such wiring error is 240V instead of 120V, and that would burn out bulbs almost instantly; no way would they last a couple months. (But if the reading shows this is the problem, you can buy 130V bulbs instead of 120V ones. They will last longer, but they cost more, and don't shine as brightly. But it's an easy fix.)