+336.3%
CAT vs DUK
+39.9%
+296.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | +5.6% | +0.7% | +4.9% | +5.5% |
| 30D | -2.3% | -2.0% | -0.3% | -2.1% |
| 3M | -10.0% | +0.2% | -10.2% | -10.3% |
| 6M | +21.2% | -6.9% | +28.1% | +22.3% |
| YTD | +44.4% | +6.1% | +38.3% | +42.6% |
| 1Y | +96.3% | +4.4% | +91.9% | +94.0% |
| 3Y | +203.9% | +49.1% | +154.8% | +168.1% |
| All | +336.3% | +39.9% | +296.5% | +288.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling