+7.4%
DUK vs CMS
-4.6%
+12.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | +0.3% |
| 7D | -1.1% | -1.3% | +0.1% | -0.1% |
| 30D | +8.8% | +5.3% | +3.5% | +4.4% |
| 3M | +5.0% | -0.3% | +5.4% | +5.3% |
| 6M | +4.6% | -4.0% | +8.7% | +8.2% |
| YTD | +12.6% | +2.1% | +10.4% | +10.3% |
| 1Y | +7.4% | -4.7% | +12.1% | +11.4% |
| All | +7.4% | -4.6% | +12.0% | +11.4% |
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