+33.9%
CCL vs DUK
+56.0%
-22.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | -1.2% | +1.9% | -3.1% | -1.4% |
| 30D | +13.1% | +8.9% | +4.3% | +12.0% |
| 3M | +3.4% | +5.6% | -2.2% | +2.6% |
| 6M | +18.7% | +7.0% | +11.7% | +17.7% |
| YTD | -2.3% | +14.0% | -16.3% | -4.3% |
| 1Y | +14.2% | +9.1% | +5.1% | +12.6% |
| 3Y | +133.6% | +67.6% | +66.0% | +99.4% |
| All | +33.9% | +56.0% | -22.2% | +15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling