+39.6%
DUK vs CMS
+26.5%
+13.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.5% |
| 7D | +0.7% | +1.2% | -0.5% | -0.3% |
| 30D | -2.0% | -3.2% | +1.1% | +0.5% |
| 3M | +0.2% | -2.2% | +2.4% | +2.0% |
| 6M | -6.9% | -9.4% | +2.5% | +0.6% |
| YTD | +6.1% | +0.7% | +5.5% | +5.4% |
| 1Y | +4.4% | +0.4% | +4.1% | +3.9% |
| 3Y | +49.1% | +35.2% | +13.9% | +16.3% |
| 5Y | +39.6% | +24.1% | +15.4% | +16.0% |
| All | +39.6% | +26.5% | +13.1% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling