+131.8%
DUK vs CB
+219.8%
-87.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -0.1% | -0.5% | +0.4% | +0.1% |
| 30D | +0.2% | -3.1% | +3.3% | +1.5% |
| 3M | -1.9% | +4.2% | -6.0% | -3.7% |
| 6M | -6.5% | +4.7% | -11.2% | -8.5% |
| YTD | +5.4% | +8.8% | -3.4% | +1.4% |
| 1Y | +3.6% | +22.6% | -19.1% | -5.3% |
| 3Y | +48.1% | +70.6% | -22.5% | +17.3% |
| 5Y | +39.6% | +99.4% | -59.9% | +1.5% |
| 10Y | +131.8% | +223.5% | -91.6% | +30.2% |
| All | +131.8% | +219.8% | -87.9% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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