+166.2%
DUK vs CFG
+396.4%
-230.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | 0.0% | +1.5% | -1.6% | -0.2% |
| 30D | -1.7% | -3.8% | +2.2% | -1.2% |
| 3M | -0.4% | +11.5% | -11.9% | -1.8% |
| 6M | -7.2% | +19.2% | -26.4% | -9.4% |
| YTD | +5.3% | +23.7% | -18.5% | +2.2% |
| 1Y | +3.0% | +38.8% | -35.9% | -1.6% |
| 3Y | +53.1% | +178.9% | -125.8% | +31.0% |
| 5Y | +37.9% | +101.8% | -63.9% | +21.3% |
| 10Y | +124.8% | +317.3% | -192.4% | +70.5% |
| All | +166.2% | +396.4% | -230.2% | +103.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling