+125.9%
DUK vs CNH
+157.1%
-31.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.6% |
| 7D | -1.7% | -2.5% | +0.8% | -1.4% |
| 30D | -2.2% | +27.0% | -29.2% | -5.2% |
| 3M | -3.7% | +32.6% | -36.3% | -7.2% |
| 6M | -6.3% | +23.6% | -29.9% | -9.3% |
| YTD | +4.5% | +47.8% | -43.3% | -1.2% |
| 1Y | +1.8% | +21.3% | -19.4% | -1.5% |
| 3Y | +46.8% | +7.0% | +39.9% | +42.2% |
| 5Y | +40.2% | +10.2% | +30.1% | +32.3% |
| All | +125.9% | +157.1% | -31.1% | +71.7% |
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