-70.5%
CBRS vs DUK
+6.4%
-76.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.4% | -8.5% | -3.9% |
| 7D | -18.4% | +4.9% | -23.3% | -14.9% |
| 30D | -49.4% | +13.8% | -63.2% | -43.4% |
| 3M | -59.6% | +5.2% | -64.8% | -56.8% |
| All | -70.5% | +6.4% | -76.9% | -69.5% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling