+40.0%
CVS vs DUK
+129.4%
-89.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -2.2% | -0.7% | -1.5% | -1.9% |
| 30D | -0.1% | -2.4% | +2.4% | +0.9% |
| 3M | -5.2% | -3.0% | -2.2% | -4.2% |
| 6M | +26.9% | -6.6% | +33.4% | +30.1% |
| YTD | +22.1% | +4.6% | +17.5% | +19.3% |
| 1Y | +30.8% | +1.2% | +29.6% | +29.4% |
| 3Y | +54.4% | +45.7% | +8.7% | +29.2% |
| 5Y | +33.4% | +40.3% | -6.9% | +12.7% |
| All | +40.0% | +129.4% | -89.4% | +4.4% |
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