+220,352.4%
CSCO vs DUK
+2,605.8%
+217,746.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | -0.7% | 0.0% | -0.6% | -0.7% |
| 30D | -10.1% | -1.7% | -8.5% | -9.7% |
| 3M | -15.7% | -0.4% | -15.2% | -15.9% |
| 6M | +36.3% | -7.2% | +43.5% | +38.8% |
| YTD | +43.8% | +5.3% | +38.6% | +40.6% |
| 1Y | +63.9% | +3.0% | +61.0% | +61.1% |
| 3Y | +104.4% | +53.1% | +51.3% | +74.5% |
| 5Y | +111.4% | +37.9% | +73.4% | +85.7% |
| 10Y | +361.7% | +124.8% | +236.8% | +242.0% |
| All | +220,352.4% | +2,605.8% | +217,746.5% | +50,249.0% |
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