+40.9%
DUK vs CMI
+164.8%
-123.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | 0.0% |
| 7D | -0.7% | -0.7% | 0.0% | -0.6% |
| 30D | -2.4% | -12.4% | +9.9% | -1.9% |
| 3M | -3.0% | -14.8% | +11.8% | -2.4% |
| 6M | -6.6% | +0.8% | -7.3% | -7.3% |
| YTD | +4.6% | +10.2% | -5.6% | +2.7% |
| 1Y | +1.2% | +37.4% | -36.2% | -2.9% |
| 3Y | +45.7% | +153.3% | -107.6% | +25.3% |
| All | +40.9% | +164.8% | -123.8% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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