+521.3%
DUK vs CF
+5,948.3%
-5,427.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.3% | -0.7% |
| 7D | 0.0% | +6.0% | -6.0% | -0.6% |
| 30D | -1.7% | +14.8% | -16.5% | -3.1% |
| 3M | -0.4% | +14.1% | -14.5% | -1.9% |
| 6M | -7.2% | +28.5% | -35.8% | -10.1% |
| YTD | +5.3% | +74.9% | -69.7% | -1.1% |
| 1Y | +3.0% | +61.7% | -58.7% | -2.6% |
| 3Y | +53.1% | +80.3% | -27.3% | +41.7% |
| 5Y | +37.9% | +226.0% | -188.0% | +17.6% |
| 10Y | +124.8% | +569.9% | -445.0% | +71.2% |
| All | +521.3% | +5,948.3% | -5,427.0% | +214.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling