+238.9%
CRM vs DUK
+129.4%
+109.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -4.4% | -0.7% | -3.8% | -4.3% |
| 30D | +28.1% | -2.4% | +30.6% | +28.8% |
| 3M | +48.8% | -3.0% | +51.8% | +49.8% |
| 6M | +28.3% | -6.6% | +34.8% | +30.0% |
| YTD | -6.0% | +4.6% | -10.6% | -7.7% |
| 1Y | +1.4% | +1.2% | +0.2% | +0.3% |
| 3Y | +11.8% | +45.7% | -33.8% | -3.8% |
| 5Y | -2.0% | +40.3% | -42.3% | -15.4% |
| All | +238.9% | +129.4% | +109.5% | +156.4% |
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