+39.6%
DUK vs CLF
-48.3%
+87.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +0.9% |
| 7D | +0.7% | +6.5% | -5.8% | +0.6% |
| 30D | -2.0% | +0.2% | -2.3% | -2.0% |
| 3M | +0.2% | -3.1% | +3.3% | +0.2% |
| 6M | -6.9% | +25.0% | -31.9% | -7.4% |
| YTD | +6.1% | -7.5% | +13.6% | +6.0% |
| 1Y | +4.4% | +11.5% | -7.1% | +3.7% |
| 3Y | +49.1% | -13.7% | +62.8% | +48.8% |
| 5Y | +39.6% | -47.0% | +86.5% | +41.3% |
| All | +39.6% | -48.3% | +87.8% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling