+69.1%
CSCO vs DUK
+1.9%
+67.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.3% | +4.4% |
| 7D | +2.7% | -0.7% | +3.3% | +2.5% |
| 30D | -9.5% | -2.4% | -7.0% | -10.2% |
| 3M | -7.6% | -3.0% | -4.6% | -8.3% |
| 6M | +44.9% | -6.6% | +51.4% | +43.5% |
| YTD | +47.7% | +4.6% | +43.1% | +48.9% |
| 1Y | +69.1% | +1.2% | +67.9% | +72.2% |
| All | +69.1% | +1.9% | +67.2% | +72.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling