+482.4%
CSX vs DUK
+126.2%
+356.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -1.2% |
| 7D | +0.6% | +0.7% | -0.1% | +0.3% |
| 30D | -2.3% | -2.0% | -0.2% | -1.4% |
| 3M | +4.3% | +0.2% | +4.1% | +4.0% |
| 6M | +23.4% | -6.9% | +30.3% | +27.2% |
| YTD | +36.4% | +6.1% | +30.3% | +32.0% |
| 1Y | +53.0% | +4.4% | +48.6% | +49.0% |
| 3Y | +70.6% | +49.1% | +21.5% | +36.0% |
| 5Y | +65.5% | +39.6% | +25.9% | +35.3% |
| 10Y | +482.4% | +125.1% | +357.2% | +320.2% |
| All | +482.4% | +126.2% | +356.2% | +320.2% |
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 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