-7.2%
DUK vs CLF
+10.5%
-17.8%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.0% |
| 7D | 0.0% | +7.6% | -7.6% | 0.0% |
| 30D | -1.7% | -1.2% | -0.5% | -1.6% |
| 3M | -0.4% | -13.4% | +12.9% | -1.0% |
| 6M | -7.2% | +15.4% | -22.7% | -7.3% |
| All | -7.2% | +10.5% | -17.8% | -7.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling