+68.6%
CSX vs DUK
+58.6%
+10.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -2.9% |
| 7D | -5.5% | +0.3% | -5.8% | -5.6% |
| 30D | +4.9% | +10.6% | -5.7% | +2.6% |
| 3M | -2.9% | +4.0% | -6.9% | -3.8% |
| 6M | +8.3% | +3.6% | +4.8% | +7.4% |
| YTD | +36.7% | +11.9% | +24.9% | +33.4% |
| 1Y | +41.5% | +6.7% | +34.8% | +39.3% |
| 3Y | +68.6% | +59.4% | +9.2% | +44.8% |
| All | +68.6% | +58.6% | +10.0% | +44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling