+126.0%
DUK vs CLX
-3.7%
+129.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | +0.3% |
| 7D | -0.7% | -5.7% | +5.0% | +0.9% |
| 30D | -2.4% | -17.0% | +14.6% | +2.4% |
| 3M | -3.0% | -9.7% | +6.7% | -0.8% |
| 6M | -6.6% | -19.8% | +13.3% | -1.7% |
| YTD | +4.6% | -9.8% | +14.4% | +6.2% |
| 1Y | +1.2% | -26.2% | +27.4% | +8.6% |
| 3Y | +45.7% | -36.2% | +81.9% | +61.4% |
| 5Y | +40.3% | -38.3% | +78.6% | +53.8% |
| All | +126.0% | -3.7% | +129.7% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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