+40.9%
DUK vs CLX
-38.5%
+79.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | +0.3% |
| 7D | -0.7% | -5.7% | +5.0% | +0.5% |
| 30D | -2.4% | -17.0% | +14.6% | +1.2% |
| 3M | -3.0% | -9.7% | +6.7% | -1.3% |
| 6M | -6.6% | -19.8% | +13.3% | -2.8% |
| YTD | +4.6% | -9.8% | +14.4% | +5.8% |
| 1Y | +1.2% | -26.2% | +27.4% | +7.0% |
| 3Y | +45.7% | -36.2% | +81.9% | +58.3% |
| All | +40.9% | -38.5% | +79.5% | +50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling