-0.8%
CRM vs DUK
+39.2%
-40.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -4.4% | -0.7% | -3.8% | -4.4% |
| 30D | +28.1% | -2.4% | +30.6% | +28.3% |
| 3M | +48.8% | -3.0% | +51.8% | +49.1% |
| 6M | +28.3% | -6.6% | +34.8% | +28.9% |
| YTD | -6.0% | +4.6% | -10.6% | -6.7% |
| 1Y | +1.4% | +1.2% | +0.2% | +1.0% |
| 3Y | +11.8% | +45.7% | -33.8% | -0.8% |
| All | -0.8% | +39.2% | -40.1% | -11.7% |
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 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