+126.0%
DUK vs CCI
+23.6%
+102.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.3% | -1.0% |
| 7D | -0.7% | -0.3% | -0.4% | -0.6% |
| 30D | -2.4% | +2.2% | -4.7% | -3.4% |
| 3M | -3.0% | -16.9% | +13.9% | +4.5% |
| 6M | -6.6% | -11.5% | +5.0% | -2.6% |
| YTD | +4.6% | -12.8% | +17.4% | +9.0% |
| 1Y | +1.2% | -17.1% | +18.3% | +7.7% |
| 3Y | +45.7% | -9.6% | +55.3% | +45.4% |
| 5Y | +40.3% | -48.9% | +89.2% | +81.4% |
| All | +126.0% | +23.6% | +102.4% | +96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 10y: compounded portfolio wealth divided by compounded CCI 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…
10y analysis · Full analysis span regression · 6 months rolling