+229.9%
DUK vs CDW
+1,030.0%
-800.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | +1.1% | +9.3% | -8.3% | -0.2% |
| 30D | +8.0% | +14.4% | -6.4% | +5.7% |
| 3M | +4.7% | +21.4% | -16.8% | +1.3% |
| 6M | +6.1% | +72.8% | -66.7% | -3.3% |
| YTD | +13.1% | +28.0% | -14.9% | +7.1% |
| 1Y | +8.2% | +19.3% | -11.2% | +3.6% |
| 3Y | +66.2% | -15.3% | +81.5% | +65.8% |
| 5Y | +55.3% | -3.8% | +59.1% | +48.4% |
| 10Y | +157.6% | +318.5% | -160.9% | +95.7% |
| All | +229.9% | +1,030.0% | -800.1% | +137.6% |
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