+1.8%
DUK vs CMS
-1.5%
+3.4%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.3% |
| 7D | -1.7% | -1.3% | -0.3% | -0.6% |
| 30D | -2.2% | -2.8% | +0.5% | -0.1% |
| 3M | -3.7% | -7.1% | +3.4% | +2.1% |
| 6M | -6.3% | -10.0% | +3.7% | +1.6% |
| YTD | +4.5% | -0.9% | +5.5% | +5.5% |
| 1Y | +1.8% | -2.0% | +3.8% | +3.7% |
| All | +1.8% | -1.5% | +3.4% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling