+43.1%
COF vs DUK
+39.2%
+3.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | -5.1% | -0.7% | -4.5% | -5.1% |
| 30D | -6.0% | -2.4% | -3.6% | -5.7% |
| 3M | +14.8% | -3.0% | +17.8% | +15.2% |
| 6M | +15.3% | -6.6% | +21.9% | +16.3% |
| YTD | -13.0% | +4.6% | -17.6% | -14.2% |
| 1Y | -5.7% | +1.2% | -6.9% | -6.5% |
| 3Y | +118.1% | +45.7% | +72.5% | +89.5% |
| All | +43.1% | +39.2% | +3.9% | +25.2% |
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 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