+126.0%
DUK vs CMS
+118.9%
+7.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.7% |
| 7D | -0.7% | -1.9% | +1.2% | +0.9% |
| 30D | -2.4% | -4.1% | +1.7% | +1.0% |
| 3M | -3.0% | -7.1% | +4.1% | +3.1% |
| 6M | -6.6% | -10.1% | +3.5% | +1.9% |
| YTD | +4.6% | -1.7% | +6.3% | +5.8% |
| 1Y | +1.2% | -3.4% | +4.6% | +3.8% |
| 3Y | +45.7% | +31.6% | +14.1% | +14.2% |
| 5Y | +40.3% | +23.3% | +17.0% | +15.3% |
| All | +126.0% | +118.9% | +7.2% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling