+40.2%
DUK vs CAG
-42.8%
+83.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.1% |
| 7D | -1.7% | -5.9% | +4.2% | +0.1% |
| 30D | -2.2% | -1.5% | -0.7% | -1.9% |
| 3M | -3.7% | +11.5% | -15.1% | -7.2% |
| 6M | -6.3% | -15.7% | +9.3% | -2.0% |
| YTD | +4.5% | -10.2% | +14.7% | +6.9% |
| 1Y | +1.8% | -18.1% | +19.9% | +7.1% |
| 3Y | +46.8% | -39.4% | +86.2% | +69.2% |
| 5Y | +40.2% | -42.6% | +82.8% | +61.9% |
| All | +40.2% | -42.8% | +83.1% | +61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling