+4,711.1%
CVX vs DUK
+2,575.5%
+2,135.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.3% | +0.2% |
| 7D | -0.6% | +0.7% | -1.3% | -0.9% |
| 30D | +13.4% | -2.0% | +15.5% | +14.2% |
| 3M | +11.8% | +0.2% | +11.6% | +11.6% |
| 6M | +12.4% | -6.9% | +19.3% | +15.3% |
| YTD | +41.5% | +6.1% | +35.4% | +37.7% |
| 1Y | +41.6% | +4.4% | +37.2% | +38.5% |
| 3Y | +42.2% | +49.1% | -6.9% | +18.9% |
| 5Y | +166.0% | +39.6% | +126.4% | +125.7% |
| 10Y | +207.2% | +125.1% | +82.1% | +114.3% |
| All | +4,711.1% | +2,575.5% | +2,135.7% | +1,277.2% |
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