+520.6%
CIEN vs DUK
+38.3%
+482.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -1.0% |
| 7D | +5.4% | -1.7% | +7.1% | +5.3% |
| 30D | -13.7% | -2.2% | -11.4% | -13.7% |
| 3M | -23.0% | -3.7% | -19.3% | -23.1% |
| 6M | -0.8% | -6.3% | +5.5% | -0.9% |
| YTD | +43.1% | +4.5% | +38.5% | +42.4% |
| 1Y | +157.6% | +1.8% | +155.8% | +156.6% |
| 3Y | +593.8% | +46.8% | +547.0% | +519.2% |
| 5Y | +520.6% | +40.2% | +480.3% | +467.7% |
| All | +520.6% | +38.3% | +482.3% | +467.7% |
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 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