+40.2%
DUK vs CME
+76.3%
-36.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -1.7% | -2.4% | +0.7% | -1.1% |
| 30D | -2.2% | +6.2% | -8.4% | -3.8% |
| 3M | -3.7% | +4.4% | -8.1% | -4.9% |
| 6M | -6.3% | -9.6% | +3.3% | -4.1% |
| YTD | +4.5% | +3.8% | +0.7% | +2.9% |
| 1Y | +1.8% | +9.5% | -7.7% | -1.4% |
| 3Y | +46.8% | +51.9% | -5.1% | +30.7% |
| 5Y | +40.2% | +78.7% | -38.5% | +23.9% |
| All | +40.2% | +76.3% | -36.0% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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