+2,541.1%
DUK vs CMS
+457.8%
+2,083.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | 0.0% | +0.4% | -0.4% | -0.2% |
| 30D | -1.7% | -3.6% | +1.9% | -0.2% |
| 3M | -0.4% | -1.9% | +1.5% | +0.4% |
| 6M | -7.2% | -11.0% | +3.7% | -2.6% |
| YTD | +5.3% | +0.2% | +5.1% | +5.3% |
| 1Y | +3.0% | -1.3% | +4.3% | +3.6% |
| 3Y | +53.1% | +35.9% | +17.1% | +35.5% |
| 5Y | +37.9% | +23.1% | +14.8% | +27.6% |
| 10Y | +124.8% | +117.9% | +6.9% | +73.0% |
| All | +2,541.1% | +457.8% | +2,083.3% | +1,250.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling