+51.9%
DUK vs CL
+39.7%
+12.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -0.8% |
| 7D | +0.3% | +1.3% | -1.0% | -0.3% |
| 30D | +10.6% | +11.4% | -0.7% | +5.2% |
| 3M | +4.0% | +4.4% | -0.4% | +1.8% |
| 6M | +3.6% | +10.8% | -7.2% | -1.6% |
| YTD | +11.9% | +25.1% | -13.3% | -0.7% |
| 1Y | +6.7% | +28.0% | -21.3% | -6.5% |
| 3Y | +59.4% | +37.6% | +21.8% | +30.4% |
| All | +51.9% | +39.7% | +12.3% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling