+162.6%
DUK vs CFG
+216.2%
-53.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | +1.9% | +3.2% | -1.3% | +1.5% |
| 30D | +8.9% | +5.1% | +3.7% | +8.1% |
| 3M | +5.6% | -11.2% | +16.8% | +7.2% |
| 6M | +7.0% | +9.6% | -2.6% | +5.4% |
| YTD | +14.0% | +15.0% | -0.9% | +11.3% |
| 1Y | +9.1% | +29.9% | -20.8% | +4.6% |
| 3Y | +67.6% | +192.1% | -124.5% | +38.7% |
| 5Y | +56.6% | +62.3% | -5.7% | +40.1% |
| All | +162.6% | +216.2% | -53.6% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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