+241.9%
DUK vs CG
+351.2%
-109.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.8% |
| 7D | 0.0% | -4.3% | +4.3% | +0.4% |
| 30D | -1.7% | -5.1% | +3.4% | -1.2% |
| 3M | -0.4% | +8.7% | -9.1% | -1.5% |
| 6M | -7.2% | -9.2% | +2.0% | -6.7% |
| YTD | +5.3% | -18.9% | +24.1% | +6.8% |
| 1Y | +3.0% | -25.6% | +28.6% | +5.3% |
| 3Y | +53.1% | +57.3% | -4.2% | +39.8% |
| 5Y | +37.9% | +10.2% | +27.8% | +28.8% |
| 10Y | +124.8% | +364.2% | -239.4% | +77.5% |
| All | +241.9% | +351.2% | -109.3% | +161.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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