+712.3%
DUK vs CCI
+907.3%
-195.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | +0.7% | +0.2% | +0.5% | +0.7% |
| 30D | -2.0% | +0.5% | -2.5% | -2.1% |
| 3M | +0.2% | -16.3% | +16.5% | +2.0% |
| 6M | -6.9% | -13.9% | +7.1% | -5.6% |
| YTD | +6.1% | -12.4% | +18.6% | +7.3% |
| 1Y | +4.4% | -15.2% | +19.6% | +5.9% |
| 3Y | +49.1% | -9.9% | +59.0% | +50.0% |
| 5Y | +39.6% | -50.8% | +90.4% | +48.4% |
| 10Y | +125.1% | +18.3% | +106.8% | +124.1% |
| All | +712.3% | +907.3% | -195.0% | +613.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling