+39.6%
DUK vs CDW
-23.8%
+63.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.6% |
| 7D | -0.1% | -4.2% | +4.1% | +0.1% |
| 30D | +0.2% | +4.9% | -4.6% | 0.0% |
| 3M | -1.9% | +7.3% | -9.2% | -2.3% |
| 6M | -6.5% | +19.2% | -25.7% | -7.7% |
| YTD | +5.4% | +6.2% | -0.7% | +4.7% |
| 1Y | +3.6% | -14.0% | +17.6% | +4.4% |
| 3Y | +48.1% | -30.0% | +78.1% | +50.4% |
| 5Y | +39.6% | -23.6% | +63.2% | +33.5% |
| All | +39.6% | -23.8% | +63.4% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling