+131.8%
DUK vs CL
+54.1%
+77.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.4% |
| 7D | -0.1% | -2.3% | +2.2% | +1.2% |
| 30D | +0.2% | -5.5% | +5.7% | +3.4% |
| 3M | -1.9% | +0.8% | -2.7% | -2.6% |
| 6M | -6.5% | -4.2% | -2.3% | -4.8% |
| YTD | +5.4% | +13.4% | -8.0% | -3.1% |
| 1Y | +3.6% | +7.1% | -3.5% | -1.8% |
| 3Y | +48.1% | +29.0% | +19.1% | +22.9% |
| 5Y | +39.6% | +28.3% | +11.3% | +15.3% |
| 10Y | +131.8% | +57.3% | +74.5% | +68.7% |
| All | +131.8% | +54.1% | +77.8% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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