+8.9%
CAT vs DUK
+7.9%
+1.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.4% | -7.7% | -4.4% |
| 7D | -17.1% | +4.9% | -22.0% | -15.8% |
| 30D | -30.1% | +13.8% | -44.0% | -27.9% |
| 3M | -32.4% | +5.2% | -37.6% | -31.1% |
| 6M | -32.1% | +3.5% | -35.6% | -30.9% |
| YTD | +4.1% | +13.5% | -9.4% | +8.2% |
| 1Y | +8.9% | +8.3% | +0.6% | +14.7% |
| All | +8.9% | +7.9% | +1.0% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 1y: compounded portfolio wealth divided by compounded DUK 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…
1y analysis · Full analysis span regression · 6 months rolling