+2,729.0%
DUK vs CI
+8,152.1%
-5,423.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | 0.0% |
| 7D | -0.6% | -1.3% | +0.7% | -0.4% |
| 30D | +9.4% | +6.4% | +3.0% | +8.2% |
| 3M | +5.4% | +10.7% | -5.2% | +3.5% |
| 6M | +4.9% | +5.5% | -0.6% | +3.7% |
| YTD | +12.7% | +11.4% | +1.4% | +10.1% |
| 1Y | +7.8% | +15.0% | -7.3% | +4.6% |
| 3Y | +63.3% | +9.0% | +54.4% | +57.4% |
| 5Y | +54.2% | +52.0% | +2.3% | +38.9% |
| 10Y | +156.8% | +150.9% | +5.9% | +106.0% |
| All | +2,729.0% | +8,152.1% | -5,423.2% | +1,016.4% |
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 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