+207.1%
DUK vs CDW
+903.1%
-696.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | 0.0% | +3.2% | -3.2% | -0.5% |
| 30D | -1.7% | +9.3% | -11.0% | -3.1% |
| 3M | -0.4% | +9.8% | -10.2% | -2.2% |
| 6M | -7.2% | +23.3% | -30.6% | -11.3% |
| YTD | +5.3% | +13.7% | -8.4% | +1.8% |
| 1Y | +3.0% | -6.5% | +9.4% | +2.6% |
| 3Y | +53.1% | -25.2% | +78.3% | +56.0% |
| 5Y | +37.9% | -19.5% | +57.4% | +36.2% |
| 10Y | +124.8% | +285.8% | -161.0% | +73.7% |
| All | +207.1% | +903.1% | -696.1% | +125.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling