+126.0%
DUK vs CHRW
+183.1%
-57.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -0.7% | +3.5% | -4.1% | -1.1% |
| 30D | -2.4% | +4.6% | -7.0% | -3.0% |
| 3M | -3.0% | -19.7% | +16.7% | -0.9% |
| 6M | -6.6% | -12.4% | +5.9% | -5.7% |
| YTD | +4.6% | -3.9% | +8.5% | +3.7% |
| 1Y | +1.2% | +18.4% | -17.2% | -2.7% |
| 3Y | +45.7% | +88.8% | -43.2% | +28.6% |
| 5Y | +40.3% | +93.5% | -53.2% | +20.9% |
| All | +126.0% | +183.1% | -57.1% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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