+126.0%
DUK vs CDW
+300.6%
-174.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.8% | -7.8% | -1.1% |
| 7D | -0.7% | +0.9% | -1.6% | -0.9% |
| 30D | -2.4% | +13.1% | -15.5% | -4.5% |
| 3M | -3.0% | +19.7% | -22.7% | -6.1% |
| 6M | -6.6% | +30.7% | -37.3% | -11.9% |
| YTD | +4.6% | +14.7% | -10.2% | +0.7% |
| 1Y | +1.2% | -5.3% | +6.5% | +0.7% |
| 3Y | +45.7% | -23.8% | +69.5% | +48.2% |
| 5Y | +40.3% | -16.8% | +57.1% | +37.0% |
| All | +126.0% | +300.6% | -174.5% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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