+49.1%
DUK vs CI
+4.2%
+44.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.7% | +1.1% |
| 7D | +0.7% | -2.0% | +2.7% | +1.0% |
| 30D | -2.0% | -1.8% | -0.2% | -1.8% |
| 3M | +0.2% | -4.2% | +4.4% | +0.7% |
| 6M | -6.9% | +2.7% | -9.6% | -7.3% |
| YTD | +6.1% | +1.9% | +4.2% | +5.7% |
| 1Y | +4.4% | -6.3% | +10.7% | +4.7% |
| 3Y | +49.1% | +3.9% | +45.3% | +48.4% |
| All | +49.1% | +4.2% | +44.9% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling