+49.1%
DUK vs CB
+70.7%
-21.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.3% | +1.4% |
| 7D | +0.7% | -0.6% | +1.3% | +0.9% |
| 30D | -2.0% | -3.9% | +1.9% | -0.7% |
| 3M | +0.2% | +4.9% | -4.7% | -1.6% |
| 6M | -6.9% | +3.3% | -10.2% | -8.1% |
| YTD | +6.1% | +8.5% | -2.4% | +2.8% |
| 1Y | +4.4% | +22.1% | -17.6% | -3.3% |
| 3Y | +49.1% | +70.1% | -21.0% | +24.9% |
| All | +49.1% | +70.7% | -21.5% | +24.9% |
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