+53.6%
DUK vs CART
+40.2%
+13.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | -0.6% | -0.6% | 0.0% | -0.6% |
| 30D | +9.4% | +23.1% | -13.7% | +9.3% |
| 3M | +5.4% | +19.2% | -13.7% | +5.3% |
| 6M | +4.9% | +45.7% | -40.8% | +4.8% |
| YTD | +12.7% | +30.9% | -18.1% | +12.6% |
| 1Y | +7.8% | +50.2% | -42.4% | +7.6% |
| 3Y | +63.3% | +133.5% | -70.2% | +61.2% |
| All | +53.6% | +40.2% | +13.5% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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