+126.0%
DUK vs CFG
+316.8%
-190.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | -0.7% | -0.4% | -0.2% | -0.6% |
| 30D | -2.4% | -4.6% | +2.2% | -1.8% |
| 3M | -3.0% | +6.7% | -9.7% | -3.9% |
| 6M | -6.6% | +22.1% | -28.7% | -9.2% |
| YTD | +4.6% | +23.2% | -18.6% | +1.2% |
| 1Y | +1.2% | +40.3% | -39.0% | -3.9% |
| 3Y | +45.7% | +187.9% | -142.2% | +21.5% |
| 5Y | +40.3% | +102.0% | -61.7% | +21.3% |
| All | +126.0% | +316.8% | -190.8% | +71.7% |
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