+48.9%
CIEN vs DUK
+7.9%
+41.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.4% | -11.7% | -7.2% |
| 7D | -25.0% | +4.9% | -29.9% | -21.8% |
| 30D | -30.1% | +13.8% | -44.0% | -23.6% |
| 3M | -33.8% | +5.2% | -39.0% | -30.2% |
| 6M | -49.4% | +3.5% | -52.9% | -46.9% |
| YTD | +16.4% | +13.5% | +3.0% | +29.3% |
| 1Y | +48.9% | +8.3% | +40.5% | +69.7% |
| All | +48.9% | +7.9% | +41.0% | +69.7% |
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