+39.6%
DUK vs CB
+98.0%
-58.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -0.1% | -0.5% | +0.4% | 0.0% |
| 30D | +0.2% | -3.1% | +3.3% | +1.3% |
| 3M | -1.9% | +4.2% | -6.0% | -3.3% |
| 6M | -6.5% | +4.7% | -11.2% | -8.1% |
| YTD | +5.4% | +8.8% | -3.4% | +2.2% |
| 1Y | +3.6% | +22.6% | -19.1% | -3.7% |
| 3Y | +48.1% | +70.6% | -22.5% | +24.1% |
| 5Y | +39.6% | +99.4% | -59.9% | +10.6% |
| All | +39.6% | +98.0% | -58.4% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling