+2,541.1%
DUK vs CL
+4,870.0%
-2,328.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.5% |
| 7D | 0.0% | -2.2% | +2.2% | +0.7% |
| 30D | -1.7% | -4.8% | +3.2% | -0.1% |
| 3M | -0.4% | +4.9% | -5.4% | -2.1% |
| 6M | -7.2% | -5.7% | -1.5% | -5.7% |
| YTD | +5.3% | +14.4% | -9.1% | +0.2% |
| 1Y | +3.0% | +8.7% | -5.8% | -0.5% |
| 3Y | +53.1% | +30.0% | +23.1% | +38.9% |
| 5Y | +37.9% | +28.4% | +9.6% | +25.6% |
| 10Y | +124.8% | +50.1% | +74.7% | +94.8% |
| All | +2,541.1% | +4,870.0% | -2,328.8% | +830.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling