-13.8%
CTSH vs DUK
+2.6%
-16.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.1% |
| 7D | -9.8% | -1.7% | -8.1% | -10.0% |
| 30D | +0.1% | -2.2% | +2.4% | -0.2% |
| 3M | +13.2% | -3.7% | +16.9% | +13.0% |
| 6M | -6.2% | -6.3% | +0.1% | -7.2% |
| YTD | -28.5% | +4.5% | -33.0% | -25.8% |
| 1Y | -13.8% | +1.8% | -15.6% | -12.1% |
| All | -13.8% | +2.6% | -16.4% | -12.1% |
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