+126.0%
DUK vs CAG
-36.2%
+162.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -0.7% | -5.7% | +5.0% | +0.8% |
| 30D | -2.4% | -2.4% | 0.0% | -1.9% |
| 3M | -3.0% | +9.8% | -12.8% | -5.6% |
| 6M | -6.6% | -10.8% | +4.3% | -4.3% |
| YTD | +4.6% | -10.8% | +15.4% | +6.8% |
| 1Y | +1.2% | -19.0% | +20.2% | +5.8% |
| 3Y | +45.7% | -39.7% | +85.3% | +63.2% |
| 5Y | +40.3% | -43.0% | +83.3% | +59.1% |
| All | +126.0% | -36.2% | +162.2% | +150.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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