+560.4%
DUK vs CF
+5,315.1%
-4,754.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.8% |
| 7D | +0.3% | -3.2% | +3.5% | +0.6% |
| 30D | +10.6% | +4.3% | +6.3% | +10.1% |
| 3M | +4.0% | +2.8% | +1.2% | +3.5% |
| 6M | +3.6% | +0.6% | +3.0% | +3.1% |
| YTD | +11.9% | +56.6% | -44.8% | +6.1% |
| 1Y | +6.7% | +49.6% | -42.9% | +1.6% |
| 3Y | +59.4% | +61.5% | -2.0% | +49.2% |
| 5Y | +52.4% | +124.0% | -71.6% | +35.2% |
| 10Y | +148.2% | +573.2% | -425.0% | +89.0% |
| All | +560.4% | +5,315.1% | -4,754.8% | +237.8% |
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 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