+25,808.1%
CAT vs DUK
+2,553.0%
+23,255.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.1% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | -6.6% | -1.7% | -4.9% | -6.1% |
| 3M | -13.3% | -0.4% | -12.8% | -13.5% |
| 6M | +11.6% | -7.2% | +18.9% | +14.0% |
| YTD | +42.9% | +5.3% | +37.7% | +39.6% |
| 1Y | +95.4% | +3.0% | +92.5% | +91.8% |
| 3Y | +196.6% | +53.1% | +143.5% | +148.4% |
| 5Y | +321.7% | +37.9% | +283.7% | +263.2% |
| 10Y | +1,140.8% | +124.8% | +1,016.0% | +772.8% |
| All | +25,808.1% | +2,553.0% | +23,255.1% | +6,603.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling