+2,522.5%
DUK vs CMI
+19,388.4%
-16,865.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -1.7% | +0.8% | -2.5% | -1.8% |
| 30D | -2.2% | -12.8% | +10.5% | -0.2% |
| 3M | -3.7% | -12.4% | +8.7% | -2.1% |
| 6M | -6.3% | -0.9% | -5.5% | -7.0% |
| YTD | +4.5% | +8.9% | -4.4% | +1.9% |
| 1Y | +1.8% | +37.7% | -35.9% | -4.6% |
| 3Y | +46.8% | +148.9% | -102.0% | +23.4% |
| 5Y | +40.2% | +164.4% | -124.1% | +15.7% |
| 10Y | +129.8% | +506.9% | -377.1% | +62.9% |
| All | +2,522.5% | +19,388.4% | -16,865.9% | +875.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling