+33.1%
CVS vs DUK
+39.2%
-6.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | -2.0% | -1.7% | -0.3% | -1.4% |
| 30D | +1.9% | -2.2% | +4.2% | +2.7% |
| 3M | -2.2% | -3.7% | +1.5% | -1.0% |
| 6M | +26.7% | -6.3% | +33.1% | +29.5% |
| YTD | +22.9% | +4.5% | +18.4% | +20.4% |
| 1Y | +32.9% | +1.8% | +31.1% | +31.5% |
| 3Y | +62.3% | +46.8% | +15.5% | +36.1% |
| All | +33.1% | +39.2% | -6.1% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling