+688.6%
CAT vs DUK
+160.3%
+528.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.2% |
| 7D | +7.4% | +1.9% | +5.5% | +6.8% |
| 30D | -19.7% | +8.9% | -28.5% | -21.9% |
| 3M | -29.6% | +5.6% | -35.2% | -30.9% |
| 6M | -33.2% | +7.0% | -40.2% | -35.0% |
| YTD | +5.7% | +14.0% | -8.4% | +0.6% |
| 1Y | +9.3% | +9.1% | +0.3% | +5.5% |
| 3Y | +158.3% | +67.6% | +90.7% | +108.3% |
| 5Y | +211.6% | +56.6% | +155.0% | +154.9% |
| All | +688.6% | +160.3% | +528.3% | +497.2% |
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