+118.1%
COF vs DUK
+47.2%
+71.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | -5.1% | -0.7% | -4.5% | -5.2% |
| 30D | -6.0% | -2.4% | -3.6% | -6.2% |
| 3M | +14.8% | -3.0% | +17.8% | +14.6% |
| 6M | +15.3% | -6.6% | +21.9% | +14.8% |
| YTD | -13.0% | +4.6% | -17.6% | -13.1% |
| 1Y | -5.7% | +1.2% | -6.9% | -5.7% |
| 3Y | +118.1% | +45.7% | +72.5% | +103.2% |
| All | +118.1% | +47.2% | +71.0% | +103.2% |
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