+4.6%
DUK vs CMS
-3.3%
+8.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | +0.4% |
| 7D | -1.1% | -1.3% | +0.1% | 0.0% |
| 30D | +8.8% | +5.3% | +3.5% | +4.3% |
| 3M | +5.0% | -0.3% | +5.4% | +5.3% |
| 6M | +4.6% | -4.0% | +8.7% | +8.4% |
| All | +4.6% | -3.3% | +8.0% | +8.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling