+414.9%
CSX vs DUK
+160.3%
+254.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.3% |
| 7D | +6.0% | +1.9% | +4.0% | +5.0% |
| 30D | +7.8% | +8.9% | -1.1% | +3.6% |
| 3M | +4.1% | +5.6% | -1.5% | +1.4% |
| 6M | +17.9% | +7.0% | +10.9% | +13.9% |
| YTD | +44.9% | +14.0% | +30.9% | +35.5% |
| 1Y | +51.1% | +9.1% | +42.0% | +44.2% |
| 3Y | +78.3% | +67.6% | +10.7% | +33.8% |
| 5Y | +58.1% | +56.6% | +1.5% | +21.8% |
| All | +414.9% | +160.3% | +254.6% | +271.2% |
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