+126.0%
DUK vs CI
+144.2%
-18.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | -2.4% | +1.8% | -4.2% | -2.9% |
| 3M | -3.0% | -4.2% | +1.3% | -2.2% |
| 6M | -6.6% | +8.8% | -15.4% | -8.6% |
| YTD | +4.6% | +3.7% | +0.8% | +3.1% |
| 1Y | +1.2% | -6.1% | +7.4% | +1.5% |
| 3Y | +45.7% | +4.5% | +41.2% | +39.8% |
| 5Y | +40.3% | +50.5% | -10.2% | +20.8% |
| All | +126.0% | +144.2% | -18.1% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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