+46.9%
DUK vs CCI
-10.8%
+57.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.4% |
| 7D | -0.1% | -0.3% | +0.2% | 0.0% |
| 30D | +0.2% | +2.1% | -1.9% | -0.4% |
| 3M | -1.9% | -17.8% | +16.0% | +3.7% |
| 6M | -6.5% | -14.2% | +7.7% | -2.7% |
| YTD | +5.4% | -13.3% | +18.8% | +9.0% |
| 1Y | +3.6% | -16.6% | +20.2% | +8.4% |
| All | +46.9% | -10.8% | +57.7% | +48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling