-47.2%
CMCSA vs DUK
+39.2%
-86.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.2% |
| 3M | +6.6% | -3.0% | +9.6% | +7.7% |
| 6M | -15.5% | -6.6% | -8.9% | -13.4% |
| YTD | -6.7% | +4.6% | -11.2% | -8.2% |
| 1Y | -15.6% | +1.2% | -16.8% | -16.1% |
| 3Y | -33.7% | +45.7% | -79.4% | -44.1% |
| All | -47.2% | +39.2% | -86.5% | -56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling