+2,541.1%
DUK vs CI
+7,591.2%
-5,050.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.7% |
| 7D | 0.0% | +1.3% | -1.3% | -0.3% |
| 30D | -1.7% | +4.4% | -6.1% | -2.5% |
| 3M | -0.4% | +0.7% | -1.1% | -0.7% |
| 6M | -7.2% | +0.3% | -7.6% | -7.6% |
| YTD | +5.3% | +3.8% | +1.4% | +4.1% |
| 1Y | +3.0% | -5.5% | +8.4% | +3.0% |
| 3Y | +53.1% | +8.1% | +45.0% | +47.7% |
| 5Y | +37.9% | +42.8% | -4.9% | +25.6% |
| 10Y | +124.8% | +143.9% | -19.1% | +81.2% |
| All | +2,541.1% | +7,591.2% | -5,050.1% | +956.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling