+626.9%
CEG vs DUK
+41.9%
+585.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.1% | -1.5% |
| 7D | +1.3% | -0.1% | +1.4% | +1.3% |
| 30D | +8.8% | +0.2% | +8.6% | +8.7% |
| 3M | +17.0% | -1.9% | +18.9% | +17.3% |
| 6M | -8.7% | -6.5% | -2.2% | -7.2% |
| YTD | -16.4% | +5.4% | -21.9% | -17.8% |
| 1Y | -1.8% | +3.6% | -5.3% | -3.2% |
| 3Y | +175.8% | +48.1% | +127.7% | +118.5% |
| All | +626.9% | +41.9% | +585.0% | +533.3% |
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