-29.6%
CLS vs DUK
+7.9%
-37.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +2.4% | -11.5% | -6.2% |
| 7D | -21.1% | +4.9% | -26.0% | -16.3% |
| 30D | -38.2% | +13.8% | -52.1% | -28.6% |
| 3M | -36.3% | +5.2% | -41.5% | -31.6% |
| 6M | -43.8% | +3.5% | -47.3% | -39.5% |
| YTD | -20.0% | +13.5% | -33.5% | -10.4% |
| 1Y | -29.6% | +8.3% | -37.9% | -18.0% |
| All | -29.6% | +7.9% | -37.5% | -18.0% |
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