+965.1%
DUK vs CME
+7,387.0%
-6,421.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.1% |
| 7D | +0.7% | -2.9% | +3.6% | +1.3% |
| 30D | -2.0% | +5.5% | -7.6% | -3.1% |
| 3M | +0.2% | +11.0% | -10.8% | -2.1% |
| 6M | -6.9% | -9.7% | +2.8% | -5.3% |
| YTD | +6.1% | +4.9% | +1.3% | +4.7% |
| 1Y | +4.4% | +10.1% | -5.7% | +1.9% |
| 3Y | +49.1% | +53.5% | -4.4% | +35.7% |
| 5Y | +39.6% | +77.2% | -37.6% | +22.6% |
| 10Y | +125.1% | +282.1% | -157.0% | +72.5% |
| All | +965.1% | +7,387.0% | -6,421.9% | +318.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling