+157.4%
DUK vs CL
+78.1%
+79.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +1.9% | +2.6% | -0.7% | +0.5% |
| 30D | +10.5% | +11.8% | -1.2% | +3.9% |
| 3M | +7.3% | +5.9% | +1.4% | +3.8% |
| 6M | +5.7% | +13.3% | -7.7% | -1.9% |
| YTD | +12.9% | +27.1% | -14.2% | -2.6% |
| 1Y | +8.6% | +28.0% | -19.4% | -6.9% |
| 3Y | +63.5% | +39.4% | +24.1% | +30.5% |
| 5Y | +52.4% | +40.8% | +11.6% | +19.8% |
| 10Y | +157.4% | +84.9% | +72.6% | +73.6% |
| All | +157.4% | +78.1% | +79.3% | +73.6% |
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