+639.5%
CEG vs DUK
+41.7%
+597.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +5.9% | +5.1% |
| 7D | +8.0% | 0.0% | +8.1% | +8.0% |
| 30D | +12.9% | -1.7% | +14.6% | +13.4% |
| 3M | +13.2% | -0.4% | +13.6% | +13.0% |
| 6M | -7.0% | -7.2% | +0.3% | -5.3% |
| YTD | -15.0% | +5.3% | -20.3% | -16.4% |
| 1Y | -2.7% | +3.0% | -5.7% | -4.0% |
| 3Y | +184.1% | +53.1% | +131.0% | +119.8% |
| All | +639.5% | +41.7% | +597.8% | +544.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling