+9.7%
DUK vs CAI
-11.0%
+20.7%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.7% |
| 7D | -0.1% | -3.1% | +3.0% | -0.1% |
| 30D | +0.2% | +2.7% | -2.4% | +0.3% |
| 3M | -1.9% | +41.7% | -43.6% | -1.6% |
| 6M | -6.5% | +26.5% | -33.0% | -6.4% |
| YTD | +5.4% | -10.9% | +16.4% | +5.3% |
| 1Y | +3.6% | -29.2% | +32.8% | +3.5% |
| All | +9.7% | -11.0% | +20.7% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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