+1,591.7%
DUK vs CB
+7,141.5%
-5,549.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.2% |
| 7D | -0.6% | -1.0% | +0.4% | -0.4% |
| 30D | +9.4% | +7.3% | +2.1% | +7.6% |
| 3M | +5.4% | +7.0% | -1.6% | +3.8% |
| 6M | +4.9% | +16.3% | -11.4% | +1.2% |
| YTD | +12.7% | +19.7% | -7.0% | +7.9% |
| 1Y | +7.8% | +27.8% | -20.0% | +1.6% |
| 3Y | +63.3% | +72.0% | -8.7% | +43.2% |
| 5Y | +54.2% | +104.9% | -50.6% | +29.1% |
| 10Y | +156.8% | +246.7% | -89.9% | +88.1% |
| All | +1,591.7% | +7,141.5% | -5,549.8% | +721.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling