+125.1%
DUK vs CF
+589.1%
-464.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.8% |
| 7D | +0.7% | -0.9% | +1.6% | +0.8% |
| 30D | -2.0% | +18.1% | -20.1% | -3.7% |
| 3M | +0.2% | +23.4% | -23.2% | -2.0% |
| 6M | -6.9% | +17.1% | -24.0% | -8.9% |
| YTD | +6.1% | +76.2% | -70.1% | -0.5% |
| 1Y | +4.4% | +62.3% | -57.8% | -1.4% |
| 3Y | +49.1% | +71.8% | -22.7% | +38.4% |
| 5Y | +39.6% | +234.6% | -195.0% | +15.7% |
| 10Y | +125.1% | +574.3% | -449.1% | +72.8% |
| All | +125.1% | +589.1% | -464.0% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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