+131.8%
DUK vs CLF
+116.4%
+15.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.6% |
| 7D | -0.1% | -2.7% | +2.5% | 0.0% |
| 30D | +0.2% | -3.2% | +3.4% | +0.3% |
| 3M | -1.9% | -5.0% | +3.1% | -1.9% |
| 6M | -6.5% | +26.6% | -33.1% | -7.8% |
| YTD | +5.4% | -9.0% | +14.4% | +5.2% |
| 1Y | +3.6% | +11.8% | -8.3% | +1.9% |
| 3Y | +48.1% | -15.1% | +63.2% | +45.7% |
| 5Y | +39.6% | -48.2% | +87.8% | +39.0% |
| 10Y | +131.8% | +127.6% | +4.3% | +92.0% |
| All | +131.8% | +116.4% | +15.4% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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