+18,551.4%
CAT vs DUK
+2,745.4%
+15,806.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.0% | -2.6% |
| 7D | -6.3% | +1.9% | -8.2% | -7.0% |
| 30D | -26.8% | +10.5% | -37.3% | -29.5% |
| 3M | -30.0% | +7.3% | -37.4% | -32.0% |
| 6M | -34.6% | +5.7% | -40.2% | -36.3% |
| YTD | +2.9% | +12.9% | -10.0% | -2.2% |
| 1Y | +3.3% | +8.6% | -5.3% | -0.7% |
| 3Y | +153.7% | +63.5% | +90.2% | +107.1% |
| 5Y | +207.3% | +52.4% | +154.9% | +154.9% |
| 10Y | +674.0% | +157.4% | +516.6% | +418.2% |
| All | +18,551.4% | +2,745.4% | +15,806.0% | +4,594.1% |
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