+63.5%
DUK vs CB
+73.2%
-9.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.1% |
| 7D | +1.9% | +0.7% | +1.2% | +1.7% |
| 30D | +10.5% | +8.2% | +2.4% | +7.5% |
| 3M | +7.3% | +6.3% | +1.0% | +5.0% |
| 6M | +5.7% | +16.2% | -10.5% | +0.1% |
| YTD | +12.9% | +19.3% | -6.5% | +5.8% |
| 1Y | +8.6% | +29.2% | -20.6% | -1.2% |
| 3Y | +63.5% | +71.4% | -7.9% | +46.3% |
| All | +63.5% | +73.2% | -9.7% | +46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling