+2,563.5%
DUK vs CAG
+594.9%
+1,968.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.3% | +1.2% |
| 7D | +0.7% | -5.3% | +6.0% | +1.9% |
| 30D | -2.0% | +1.0% | -3.0% | -2.3% |
| 3M | +0.2% | +17.4% | -17.2% | -3.6% |
| 6M | -6.9% | -16.8% | +9.9% | -3.4% |
| YTD | +6.1% | -6.8% | +12.9% | +7.1% |
| 1Y | +4.4% | -15.4% | +19.8% | +7.5% |
| 3Y | +49.1% | -37.1% | +86.2% | +63.0% |
| 5Y | +39.6% | -41.3% | +80.8% | +54.4% |
| 10Y | +125.1% | -35.5% | +160.6% | +136.3% |
| All | +2,563.5% | +594.9% | +1,968.7% | +1,531.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling