+2,522.5%
DUK vs CAH
+14,391.1%
-11,868.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.6% |
| 7D | -1.7% | -5.1% | +3.4% | -0.8% |
| 30D | -2.2% | -1.8% | -0.5% | -2.0% |
| 3M | -3.7% | +9.4% | -13.0% | -5.2% |
| 6M | -6.3% | +9.2% | -15.6% | -7.9% |
| YTD | +4.5% | +15.7% | -11.2% | +1.6% |
| 1Y | +1.8% | +59.7% | -57.9% | -6.5% |
| 3Y | +46.8% | +178.5% | -131.6% | +21.9% |
| 5Y | +40.2% | +398.3% | -358.0% | +5.0% |
| 10Y | +129.8% | +295.7% | -165.9% | +71.8% |
| All | +2,522.5% | +14,391.1% | -11,868.7% | +1,260.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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