-33.4%
CAT vs DUK
+4.7%
-38.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.5% |
| 7D | +9.3% | -1.1% | +10.5% | +8.6% |
| 30D | -21.5% | +8.8% | -30.3% | -18.0% |
| 3M | -29.1% | +5.0% | -34.1% | -27.1% |
| 6M | -33.4% | +4.6% | -38.0% | -31.7% |
| All | -33.4% | +4.7% | -38.0% | -31.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling