+201.6%
CAT vs DUK
+48.4%
+153.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.9% |
| 7D | +2.9% | -0.1% | +3.0% | +2.9% |
| 30D | -2.6% | +0.2% | -2.9% | -2.6% |
| 3M | -10.7% | -1.9% | -8.8% | -10.8% |
| 6M | +16.1% | -6.5% | +22.7% | +15.8% |
| YTD | +43.2% | +5.4% | +37.8% | +43.3% |
| 1Y | +96.8% | +3.6% | +93.3% | +96.7% |
| All | +201.6% | +48.4% | +153.2% | +175.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling