+160.4%
DUK vs CI
+146.2%
+14.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +1.1% | +1.2% | -0.1% | +0.8% |
| 30D | +8.0% | +2.6% | +5.4% | +7.3% |
| 3M | +4.7% | +7.4% | -2.8% | +2.9% |
| 6M | +6.1% | -0.1% | +6.2% | +5.8% |
| YTD | +13.1% | +9.7% | +3.3% | +10.0% |
| 1Y | +8.2% | +12.1% | -3.9% | +4.7% |
| 3Y | +66.2% | +7.0% | +59.1% | +58.7% |
| 5Y | +55.3% | +49.7% | +5.6% | +33.7% |
| All | +160.4% | +146.2% | +14.2% | +99.8% |
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