+5,760.6%
CRM vs DUK
+840.2%
+4,920.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -4.4% | -0.7% | -3.8% | -4.2% |
| 30D | +28.1% | -2.4% | +30.6% | +29.3% |
| 3M | +48.8% | -3.0% | +51.8% | +50.4% |
| 6M | +28.3% | -6.6% | +34.8% | +31.1% |
| YTD | -6.0% | +4.6% | -10.6% | -8.8% |
| 1Y | +1.4% | +1.2% | +0.2% | -0.5% |
| 3Y | +11.8% | +45.7% | -33.8% | -9.7% |
| 5Y | -2.0% | +40.3% | -42.3% | -20.6% |
| 10Y | +239.6% | +129.9% | +109.7% | +101.2% |
| All | +5,760.6% | +840.2% | +4,920.4% | +1,320.6% |
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