+3,419.7%
CLS vs DUK
+721.7%
+2,698.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.8% | +4.8% | +5.4% |
| 7D | +12.8% | +0.7% | +12.1% | +12.6% |
| 30D | +3.8% | -2.0% | +5.9% | +4.4% |
| 3M | -14.6% | +0.2% | -14.8% | -15.0% |
| 6M | +32.2% | -6.9% | +39.1% | +33.8% |
| YTD | +11.6% | +6.1% | +5.5% | +8.8% |
| 1Y | +35.1% | +4.4% | +30.6% | +31.8% |
| 3Y | +1,312.5% | +49.1% | +1,263.4% | +1,104.6% |
| 5Y | +3,542.1% | +39.6% | +3,502.5% | +3,046.7% |
| 10Y | +2,944.0% | +125.1% | +2,818.9% | +2,172.7% |
| All | +3,419.7% | +721.7% | +2,698.0% | +1,710.5% |
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