+2,953.7%
CLS vs DUK
+129.3%
+2,824.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.3% |
| 7D | +5.0% | -1.7% | +6.6% | +5.3% |
| 30D | +4.8% | -2.2% | +7.0% | +5.3% |
| 3M | -10.4% | -3.7% | -6.7% | -10.0% |
| 6M | +20.8% | -6.3% | +27.2% | +21.8% |
| YTD | +10.0% | +4.5% | +5.5% | +7.7% |
| 1Y | +28.5% | +1.8% | +26.7% | +26.2% |
| 3Y | +1,292.2% | +46.8% | +1,245.4% | +1,041.3% |
| 5Y | +3,616.8% | +40.2% | +3,576.6% | +2,963.9% |
| All | +2,953.7% | +129.3% | +2,824.4% | +2,227.1% |
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