+2,120.4%
CMCSA vs DUK
+2,534.2%
-413.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.2% | +2.7% |
| 7D | -5.6% | -1.7% | -3.9% | -4.9% |
| 30D | -1.9% | -2.2% | +0.4% | -1.0% |
| 3M | +6.4% | -3.7% | +10.1% | +8.0% |
| 6M | -16.9% | -6.3% | -10.6% | -14.7% |
| YTD | -6.8% | +4.5% | -11.3% | -8.7% |
| 1Y | -15.9% | +1.8% | -17.7% | -16.8% |
| 3Y | -33.4% | +46.8% | -80.2% | -44.2% |
| 5Y | -46.7% | +40.2% | -86.9% | -54.8% |
| 10Y | +7.0% | +129.8% | -122.8% | -28.0% |
| All | +2,120.4% | +2,534.2% | -413.8% | +271.3% |
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