+132.2%
COP vs DUK
+56.0%
+76.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.3% |
| 7D | +4.4% | +1.9% | +2.5% | +4.0% |
| 30D | 0.0% | +8.9% | -8.9% | -2.1% |
| 3M | +15.0% | +5.6% | +9.5% | +13.5% |
| 6M | +22.0% | +7.0% | +15.0% | +19.8% |
| YTD | +55.3% | +14.0% | +41.3% | +50.2% |
| 1Y | +64.1% | +9.1% | +55.0% | +60.3% |
| 3Y | +34.1% | +67.6% | -33.5% | +13.3% |
| All | +132.2% | +56.0% | +76.2% | +99.9% |
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