+39.6%
DUK vs CNH
+12.3%
+27.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -0.8% |
| 7D | -0.1% | +1.8% | -1.9% | -0.2% |
| 30D | +0.2% | +32.6% | -32.4% | -1.5% |
| 3M | -1.9% | +29.4% | -31.3% | -3.5% |
| 6M | -6.5% | +26.0% | -32.5% | -8.1% |
| YTD | +5.4% | +52.2% | -46.8% | +2.4% |
| 1Y | +3.6% | +23.9% | -20.3% | +1.8% |
| 3Y | +48.1% | +10.1% | +38.0% | +45.7% |
| 5Y | +39.6% | +13.2% | +26.4% | +36.2% |
| All | +39.6% | +12.3% | +27.3% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling