+1,479.4%
DUK vs CB
+6,559.4%
-5,080.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.5% |
| 7D | 0.0% | +0.5% | -0.5% | -0.1% |
| 30D | -1.7% | -3.1% | +1.4% | -1.0% |
| 3M | -0.4% | +9.0% | -9.4% | -2.5% |
| 6M | -7.2% | +2.9% | -10.1% | -7.9% |
| YTD | +5.3% | +10.1% | -4.9% | +2.7% |
| 1Y | +3.0% | +22.8% | -19.8% | -2.1% |
| 3Y | +53.1% | +73.8% | -20.7% | +33.9% |
| 5Y | +37.9% | +99.2% | -61.2% | +16.2% |
| 10Y | +124.8% | +218.2% | -93.4% | +68.0% |
| All | +1,479.4% | +6,559.4% | -5,080.0% | +682.0% |
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