+924.5%
DUK vs CHRW
+4,173.0%
-3,248.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.1% |
| 7D | 0.0% | -1.4% | +1.4% | +0.2% |
| 30D | -1.7% | -3.5% | +1.8% | -1.3% |
| 3M | -0.4% | -19.4% | +19.0% | +2.0% |
| 6M | -7.2% | -21.4% | +14.1% | -4.9% |
| YTD | +5.3% | -7.1% | +12.4% | +5.0% |
| 1Y | +3.0% | +17.8% | -14.9% | -1.1% |
| 3Y | +53.1% | +78.8% | -25.7% | +36.4% |
| 5Y | +37.9% | +83.5% | -45.6% | +20.9% |
| 10Y | +124.8% | +160.2% | -35.4% | +83.4% |
| All | +924.5% | +4,173.0% | -3,248.5% | +619.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling