+322.0%
CMG vs DUK
+129.4%
+192.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.1% | -0.7% | -1.4% | -2.0% |
| 30D | +10.9% | -2.4% | +13.4% | +11.3% |
| 3M | +15.8% | -3.0% | +18.8% | +16.3% |
| 6M | +6.9% | -6.6% | +13.5% | +7.9% |
| YTD | -2.2% | +4.6% | -6.7% | -3.2% |
| 1Y | -7.1% | +1.2% | -8.3% | -7.6% |
| 3Y | -7.1% | +45.7% | -52.8% | -14.4% |
| 5Y | -4.8% | +40.3% | -45.1% | -12.1% |
| All | +322.0% | +129.4% | +192.6% | +308.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling