+40.9%
DUK vs CNC
+10.7%
+30.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.5% | -0.1% |
| 7D | -0.7% | -0.9% | +0.3% | -0.6% |
| 30D | -2.4% | -1.0% | -1.5% | -2.4% |
| 3M | -3.0% | +4.5% | -7.5% | -3.5% |
| 6M | -6.6% | +85.2% | -91.8% | -12.0% |
| YTD | +4.6% | +61.4% | -56.9% | -0.6% |
| 1Y | +1.2% | +94.9% | -93.7% | -5.9% |
| 3Y | +45.7% | 0.0% | +45.7% | +42.9% |
| All | +40.9% | +10.7% | +30.2% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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