+162.6%
DUK vs CNH
+106.0%
+56.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +1.9% | +3.0% | -1.1% | +1.5% |
| 30D | +8.9% | -0.6% | +9.5% | +8.8% |
| 3M | +5.6% | +14.6% | -9.1% | +3.3% |
| 6M | +7.0% | +11.8% | -4.8% | +4.7% |
| YTD | +14.0% | +30.4% | -16.4% | +9.1% |
| 1Y | +9.1% | +19.1% | -10.0% | +5.4% |
| 3Y | +67.6% | +30.2% | +37.4% | +56.6% |
| 5Y | +56.6% | -17.8% | +74.4% | +54.1% |
| All | +162.6% | +106.0% | +56.6% | +109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling