-28.8%
CCL vs DUK
+1.9%
-30.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.3% |
| 7D | -3.2% | -0.7% | -2.6% | -3.4% |
| 30D | -17.8% | -2.4% | -15.3% | -18.4% |
| 3M | -18.7% | -3.0% | -15.7% | -19.0% |
| 6M | -11.4% | -6.6% | -4.8% | -13.9% |
| YTD | -24.3% | +4.6% | -28.9% | -22.5% |
| 1Y | -28.8% | +1.2% | -30.0% | -26.5% |
| All | -28.8% | +1.9% | -30.7% | -26.5% |
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 · 6 months rolling