+177.2%
CEG vs DUK
+49.4%
+127.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | +0.1% |
| 7D | +6.7% | +0.7% | +6.0% | +6.7% |
| 30D | +11.0% | -2.0% | +13.0% | +10.8% |
| 3M | +19.5% | +0.2% | +19.3% | +19.5% |
| 6M | -5.9% | -6.9% | +1.0% | -6.7% |
| YTD | -15.0% | +6.1% | -21.1% | -13.9% |
| 1Y | +0.6% | +4.4% | -3.8% | +1.6% |
| All | +177.2% | +49.4% | +127.8% | +160.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling