-33.8%
CMCSA vs DUK
+47.1%
-80.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.2% | +2.6% |
| 7D | -5.6% | -1.7% | -3.9% | -5.1% |
| 30D | -1.9% | -2.2% | +0.4% | -1.2% |
| 3M | +6.4% | -3.7% | +10.1% | +7.5% |
| 6M | -16.9% | -6.3% | -10.6% | -15.5% |
| YTD | -6.8% | +4.5% | -11.3% | -7.5% |
| 1Y | -15.9% | +1.8% | -17.7% | -16.1% |
| All | -33.8% | +47.1% | -80.9% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling