+1,123.7%
CAT vs DUK
+129.3%
+994.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.0% |
| 7D | +0.6% | -1.7% | +2.3% | +1.1% |
| 30D | -4.5% | -2.2% | -2.3% | -3.9% |
| 3M | -5.8% | -3.7% | -2.1% | -5.0% |
| 6M | +12.7% | -6.3% | +19.1% | +14.6% |
| YTD | +41.4% | +4.5% | +36.9% | +38.6% |
| 1Y | +92.1% | +1.8% | +90.2% | +89.4% |
| 3Y | +197.5% | +46.8% | +150.6% | +152.5% |
| 5Y | +327.9% | +40.2% | +287.7% | +265.6% |
| All | +1,123.7% | +129.3% | +994.4% | +869.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling