+46.9%
DUK vs CNH
+9.4%
+37.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -0.7% |
| 7D | -0.1% | +1.8% | -1.9% | -0.2% |
| 30D | +0.2% | +32.6% | -32.4% | -0.8% |
| 3M | -1.9% | +29.4% | -31.3% | -2.9% |
| 6M | -6.5% | +26.0% | -32.5% | -7.5% |
| YTD | +5.4% | +52.2% | -46.8% | +3.6% |
| 1Y | +3.6% | +23.9% | -20.3% | +2.5% |
| All | +46.9% | +9.4% | +37.5% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling