+41.5%
DUK vs CI
+46.1%
-4.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | -0.1% | -1.1% | +1.0% | +0.1% |
| 30D | +0.2% | +0.5% | -0.2% | +0.1% |
| 3M | -1.9% | -5.2% | +3.3% | -1.1% |
| 6M | -6.5% | +4.3% | -10.8% | -7.4% |
| YTD | +5.4% | +2.8% | +2.7% | +4.5% |
| 1Y | +3.6% | -5.8% | +9.4% | +3.8% |
| 3Y | +48.1% | +4.7% | +43.4% | +43.8% |
| All | +41.5% | +46.1% | -4.6% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling