+1,893.3%
CVS vs DUK
+2,575.5%
-682.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | -1.6% | +0.7% | -2.3% | -1.8% |
| 30D | +0.4% | -2.0% | +2.4% | +1.0% |
| 3M | -0.4% | +0.2% | -0.6% | -0.6% |
| 6M | +25.1% | -6.9% | +32.0% | +27.6% |
| YTD | +23.9% | +6.1% | +17.7% | +21.3% |
| 1Y | +41.1% | +4.4% | +36.6% | +38.8% |
| 3Y | +63.6% | +49.1% | +14.5% | +43.4% |
| 5Y | +31.5% | +39.6% | -8.0% | +17.2% |
| 10Y | +40.5% | +125.1% | -84.6% | +7.8% |
| All | +1,893.3% | +2,575.5% | -682.2% | +565.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling