+3.6%
DUK vs CL
+7.3%
-3.8%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.5% |
| 7D | -0.1% | -2.3% | +2.2% | +0.5% |
| 30D | +0.2% | -5.5% | +5.7% | +1.8% |
| 3M | -1.9% | +0.8% | -2.7% | -2.0% |
| 6M | -6.5% | -4.2% | -2.3% | -5.7% |
| YTD | +5.4% | +13.4% | -8.0% | +1.9% |
| 1Y | +3.6% | +7.1% | -3.5% | +2.0% |
| All | +3.6% | +7.3% | -3.8% | +2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling