+2,737.5%
DUK vs CMS
+478.1%
+2,259.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.2% | -0.3% |
| 7D | +1.1% | +1.7% | -0.7% | +0.4% |
| 30D | +8.0% | +6.2% | +1.8% | +5.4% |
| 3M | +4.7% | +0.6% | +4.0% | +4.4% |
| 6M | +6.1% | -1.8% | +7.8% | +7.0% |
| YTD | +13.1% | +3.8% | +9.2% | +11.5% |
| 1Y | +8.2% | -1.8% | +9.9% | +9.1% |
| 3Y | +66.2% | +39.8% | +26.3% | +45.5% |
| 5Y | +55.3% | +37.1% | +18.2% | +37.7% |
| 10Y | +157.6% | +138.6% | +19.0% | +91.7% |
| All | +2,737.5% | +478.1% | +2,259.4% | +1,329.9% |
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