+32.3%
CLS vs DUK
+1.8%
+30.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -3.5% |
| 7D | +5.0% | -1.7% | +6.6% | +3.0% |
| 30D | +4.8% | -2.2% | +7.0% | +2.0% |
| 3M | -10.4% | -3.7% | -6.7% | -13.5% |
| 6M | +20.8% | -6.3% | +27.2% | +14.6% |
| YTD | +10.0% | +4.5% | +5.5% | +18.1% |
| All | +32.3% | +1.8% | +30.5% | +40.7% |
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 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