+5,523.6%
COF vs DUK
+1,346.0%
+4,177.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.4% |
| 7D | -6.1% | -1.7% | -4.4% | -5.3% |
| 30D | -5.2% | -2.2% | -2.9% | -4.2% |
| 3M | +17.0% | -3.7% | +20.7% | +18.7% |
| 6M | +12.9% | -6.3% | +19.3% | +15.6% |
| YTD | -13.5% | +4.5% | -18.1% | -16.1% |
| 1Y | -5.9% | +1.8% | -7.7% | -7.8% |
| 3Y | +117.1% | +46.8% | +70.3% | +74.4% |
| 5Y | +45.4% | +40.2% | +5.1% | +17.8% |
| 10Y | +244.1% | +129.8% | +114.3% | +119.6% |
| All | +5,523.6% | +1,346.0% | +4,177.6% | +1,768.7% |
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