+385.1%
DUK vs CBOE
+1,003.5%
-618.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.6% |
| 7D | -1.7% | -3.7% | +2.0% | -0.9% |
| 30D | -2.2% | +2.0% | -4.2% | -2.8% |
| 3M | -3.7% | -4.2% | +0.6% | -3.3% |
| 6M | -6.3% | +1.2% | -7.5% | -7.6% |
| YTD | +4.5% | +15.4% | -10.9% | 0.0% |
| 1Y | +1.8% | +23.5% | -21.7% | -4.1% |
| 3Y | +46.8% | +93.2% | -46.4% | +24.7% |
| 5Y | +40.2% | +142.0% | -101.7% | +12.4% |
| 10Y | +129.8% | +379.2% | -249.4% | +62.1% |
| All | +385.1% | +1,003.5% | -618.4% | +188.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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