+7.1%
CIEN vs DUK
-6.4%
+13.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.8% | +5.5% | +6.8% |
| 7D | -5.3% | +0.7% | -6.0% | -4.9% |
| 30D | -17.2% | -2.0% | -15.2% | -18.0% |
| 3M | -26.9% | +0.2% | -27.1% | -28.1% |
| All | +7.1% | -6.4% | +13.6% | +5.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling