-15.6%
CMCSA vs DUK
+1.9%
-17.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -4.9% | -0.7% | -4.2% | -4.6% |
| 30D | -1.1% | -2.4% | +1.4% | -0.1% |
| 3M | +6.6% | -3.0% | +9.6% | +7.6% |
| 6M | -15.5% | -6.6% | -8.9% | -13.7% |
| YTD | -6.7% | +4.6% | -11.2% | -5.8% |
| 1Y | -15.6% | +1.2% | -16.8% | -15.3% |
| All | -15.6% | +1.9% | -17.5% | -15.3% |
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 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