+2,463.6%
CLS vs DUK
+782.9%
+1,680.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -5.7% |
| 7D | +16.3% | +1.9% | +14.3% | +15.7% |
| 30D | -25.7% | +8.9% | -34.5% | -27.5% |
| 3M | -30.9% | +5.6% | -36.4% | -32.1% |
| 6M | -35.5% | +7.0% | -42.5% | -37.2% |
| YTD | -18.7% | +14.0% | -32.7% | -22.5% |
| 1Y | -17.9% | +9.1% | -27.0% | -20.9% |
| 3Y | +838.1% | +67.6% | +770.5% | +672.0% |
| 5Y | +1,971.9% | +56.6% | +1,915.3% | +1,627.0% |
| 10Y | +1,907.9% | +159.8% | +1,748.1% | +1,338.6% |
| All | +2,463.6% | +782.9% | +1,680.8% | +1,189.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling