+1,500.5%
CIEN vs DUK
+129.4%
+1,371.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | 0.0% | +4.4% | +4.5% |
| 7D | +8.9% | -0.7% | +9.6% | +9.1% |
| 30D | -19.1% | -2.4% | -16.7% | -18.6% |
| 3M | -21.5% | -3.0% | -18.5% | -21.2% |
| 6M | +2.8% | -6.6% | +9.4% | +4.2% |
| YTD | +49.5% | +4.6% | +44.9% | +46.3% |
| 1Y | +163.8% | +1.2% | +162.6% | +160.0% |
| 3Y | +615.8% | +45.7% | +570.2% | +498.0% |
| 5Y | +548.4% | +40.3% | +508.1% | +443.8% |
| All | +1,500.5% | +129.4% | +1,371.0% | +1,059.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling